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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

Subject |
st: RE: Generate Random Variable Given Percentile Values |

Date |
Tue, 17 Feb 2009 18:28:03 -0000 |

These percentiles presumably came from somewhere. Why not sample from the dataset that produced them? On the other hand, if this is all you know, your problem is incompletely specified. You could do this trivially with 1% at 795, 4% at 1834, etc. But the resulting very lumpy distribution is unlikely to be what you want, or so I presume. In essence, a certain set of percentiles like this don't define a distribution uniquely, e.g. they are consistent with very different behaviour in the far tails. Nick [email protected] Peter Graven How do you create a random variable given just the percentile statistics for a distribution? For example the 1%, 5%, 10%, 25%, 50%, 75,%, 90%, 95%, 99% percentiles are, respectively, 795, 1834, 2172, 2641, 3174, 3822, 4900, 5981, 8522. That is, I would like to create a variable with this distribution in my dataset. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Generate Random Variable Given Percentile Values***From:*Peter Graven <[email protected]>

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