Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Nick Cox <[email protected]> |

To |
"'[email protected]'" <[email protected]> |

Subject |
st: RE: RE: Generation of three uniform random variables that sum to one |

Date |
Thu, 21 Oct 2010 15:24:11 +0100 |

I may be being stupid, but I think your conditions can not be satisfied. If a + b + c = 1 then E(a) + E(b) + E(c) = 1 And as a, b and c have the same distribution their means must be equal at 1/3. (This problem is familiar to me as data that "fill" a triangular plot, as e.g. -triplot- from SSC.) Nick [email protected] Fabien Bertho Thank you for this. Actually, I would like that the three random variables have an uniform distribution too. If their distributions were uniform, means would be .5 and standard deviations .28 But, with the formula you suggest means = .33 and standard deviations = .16 What do you think? What can I do? Nick Cox <[email protected]> > foreach v in a b c { > gen `v' = runiform() > } > gen total = a + b + c > foreach v in a b c { > replace `v' = `v' / total > } > > Nick > [email protected] > > Fabien Bertho > > I would like to generate three uniform random variables. And, the sum of these three variables equals to one. > * * 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/

**Follow-Ups**:

**References**:**st: Generation of three uniform random variables that sum to one***From:*Fabien Bertho <[email protected]>

**st: RE: Generation of three uniform random variables that sum to one***From:*Nick Cox <[email protected]>

**st: RE: Generation of three uniform random variables that sum to one***From:*Fabien Bertho <[email protected]>

- Prev by Date:
**Re: st: MLE for each day** - Next by Date:
**RE: st: RE: Delta of two time variables (%tc) in minutes** - Previous by thread:
**st: RE: Generation of three uniform random variables that sum to one** - Next by thread:
**Re: st: RE: RE: Generation of three uniform random variables that sum to one** - Index(es):