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Re: st: Producing random numbers from a kernel density


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Producing random numbers from a kernel density
Date   Thu, 9 Mar 2006 10:03:50 -0500

If you have data you are thinking of running -kdensity- on, can you
just sample with replacement (-help bsample-) from the data?  Or is it
necessary for your problem to have a smooth pdf with no atoms,
estimated from the data, to draw the numbers from?

On 3/9/06, Stas Kolenikov <skolenik@gmail.com> wrote:
Another popular method is by acceptance-rejection algorithm: <snip>

> On 3/9/06, Marcello Pagano <pagano@hsph.harvard.edu> wrote:
> Depends how many numbers you want to generate, <snip>
>
> > Peter Willemé wrote:
> >
> > I am trying to draw random numbers from an arbitrary distribution. One
> > idea that occurred  to me was to use a kernel density estimator
> > (-kdensity-), but I have no idea how to produce random numbers from
> > the result. All suggestions are welcome.

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