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st: Drawing multiple samples from a normal distribution


From   Joseph Cordes <[email protected]>
To   [email protected]
Subject   st: Drawing multiple samples from a normal distribution
Date   Tue, 21 Dec 2004 10:48:40 -0500

I want to give my class a simple exercise in which each student is given a different sample that is drawn from the same normal distribution with a known mean and standard deviation, and then is asked to (a) calculate the sample mean, (b) do the standard inferences about the population mean from their estimate, (c) graph the different estimates of the sample mean produced in the class, and (d) reproduce the exercise with increasing sample size to demonstrate the notion of a consistent estimator.

My question is not about (a)-(d), but about how to create the samples.  Am I correct that I could do this by using the following commands?

Set obs #

drawnorm sample1, mean(M) sds(sd)

and then simply repeating this command substituting sample2, sample3, etc. in for sample 1 to generate (in my case) 25 different samples?

Thanks.
begin:vcard
n:Cordes;Joseph
fn:Joseph J. Cordes
tel;fax:202-994-8913
tel;work:202-994-5826
org:School of Public Policy and Public Administration;Economics and School of Public Policy and Public Administration
version:2.1
email;internet:[email protected]
title:Prof. of Economics and Associate Director
end:vcard




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