# st: RE: Random number generation

 From "Vincent, David" To "statalist@hsphsun2.harvard.edu" Subject st: RE: Random number generation Date Fri, 5 Jun 2009 13:38:57 +0000

```Hi Lars,

You can easily generate random draws from a variety of distributions using STATA's built in commands. For example, to generate 100 obs from the standard normal (mean 0 variance 1) you would type

1.clear
2.set obs 100
3.gen x=rnormal(0,1)

The following is from the STATA help

runiform(r, c) returns an r x c real matrix containing uniformly
distributed random variates on [0,1).  runiform() is the same function
as Stata's runiform() function.

rbeta(r, c, a, b) returns an ir x jc real matrix containing beta random
variates.  The real-valued matrices a and b contain the beta shape
parameters.  The matrices a and b must be r-conformable, where i =
max(rows(a),rows(b)) and j = max(cols(a),cols(b)).

rbinomial(r, c, n, p) returns an ir x jc real matrix containing binomial
random variates.  The real-valued matrices n and p contain the number of
trials and the probability parameters.  The matrices n and p must be
r-conformable, where i = max(rows(n),rows(p)) and j =
max(cols(n),cols(p)).

rchi2(r, c, df) returns an ir x jc real matrix containing chi-squared

rnormal(r, c, m, s) returns an ir x jc real matrix containing normal
(Gaussian) random variates.  The real-valued matrices m and s contain
the mean and standard deviation parameters, respectively.  The matrices
m and s must be r-conformable, where i = max(rows(m),rows(s)) and j =
max(cols(m),cols(s)).

rpoisson(r, c, m) returns an ri x ci real matrix containing Poisson
random variates.  The real-valued matrix m contains the Poisson mean
parameters, where i = rows(m) and j = cols(m).

I hope this helps.

Best,

David Vincent
Econometrician
Hewlett-Packard Limited
Mobile: +44 (0)7939 200 747
Internet: mailto:david.vincent@hp.com

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-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lars Holstenkamp
Sent: 05 June 2009 14:02
To: statalist@hsphsun2.harvard.edu
Subject: st: Random number generation

Dear all,
is there somewhere a list of how to generate random numbers with various
distributions (esp. triangular, beta, pert; for use in Monte Carlo
simulations)?
Regards,
Lars
*
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```