Re: st: how to simulate an arbitrary distribution

 From Naji Nassar <[email protected]> To <[email protected]> Subject Re: st: how to simulate an arbitrary distribution Date Sat, 05 Apr 2008 00:51:17 +0200

```Hi

to generate random variable, on can consider Ramberg method (1972-1974) it
allows to draw random variable given the four first moment (mean, variance,
skewness & kurtosis)

Hope this helps
Naji

Le 4/04/08 15:29, ��Maarten buis�� <[email protected]> a �crit�:

>> I have a dataset of 1500 observations, each with an
>> identifier and a -y- value. -y- is highly skewed, and
>> nothing I've tried seems to normalize it.
>>
>> I'd like to simulate the distribution of -y-. Is there
>> a reasonable way to do this if I can't find a transform
>> of it that looks like a standard distribution?
>
> You can sample with replacement from the empirical
> distribution of y using -bsample-:
>
> keep y
> bsample
>
> The variable y is now a random draw from the empirical
> distribution of y.
>
> Hope this helps,
> Maarten
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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```