<>
Look at "mus04p1sim.do" in http://www.stata-press.com/data/mus/mus.zip, line
189-198:
*************
* Draws from truncated normal x ~ N(mu,sigma^2) in [a,b]
quietly set obs 2000
set seed 10101
scalar a = 0 // lower truncation point
scalar b = 12 // upper truncation point
scalar mu = 5 // mean
scalar sigma = 4 // standard deviation
generate u = runiform()
generate
w=normal((a-mu)/sigma)+u*(normal((b-mu)/sigma)-normal((a-mu)/sigma))
generate xtrunc = mu + sigma*invnorm(w)
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von fleur wouterse
Gesendet: Dienstag, 7. Juli 2009 17:55
An: [email protected]
Betreff: st: random deviates from a distribution with truncation
Dear all,
Although, I have found programmes for generated random deviates (gennorm) as
well as a random sample from a truncated distribution (gentrun), I am not
able to find a program that generates random deviates from a truncated
distribution. Does such a program exist?
Your help is appreciated,
Fleur Wouterse
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