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st: AW: RE: generate lognormal RV less than 20000 observations.
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: RE: generate lognormal RV less than 20000 observations.
Date
Fri, 9 Apr 2010 11:29:14 +0200
<>
" A one-line call with reference to -exp(rnormal())- gets you random draws
from a lognormal quite directly."
This is what the example cited in my earlier post from -h simulate- boils
down to, although it may be wrapped in too much other stuff for beginners to
appreciate this point. [U], page 148, and various other instances in Stata
11 manuals, show Nick`s direct method as well...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Nick Cox
Gesendet: Freitag, 9. April 2010 11:20
An: [email protected]
Betreff: st: RE: generate lognormal RV less than 20000 observations.
This sparked a thread with Martin Weiss. I have four comments by way of
summarizing and going beyond that exchange.
1. Please do specify where user-written software you refer to comes from.
(Most postings from Sun Samn ignore advice in the FAQ in at least one way.)
2. It is quite untrue that -rndlgn- requires 20,000 observations.
3. In this case, the user-specified software is not, and never has been,
needed. A one-line call with reference to -exp(rnormal())- gets you random
draws from a lognormal quite directly. (Before -rnormal()- was introduced,
other functions could be used, and indeed were used internally within
-rndlgn-. I imagine that for their own reasons Joe Hilbe and friend wanted
something uniform in syntax with the other commands that they wrote a while
back.)
4. -rndlgn- is a command, not a function. -exp()- and -rnormal()- are
functions.
Nick
[email protected]
sun samn
I know the function ' rndlgn' can generate lognormal RVs, but it requires
the numbers of observation to be at 20000. Now, I want a list of only 500.
What should I do then?
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