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From |
Robert A Yaffee <bob.yaffee@nyu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Beta distribution |

Date |
Thu, 27 Jan 2011 23:27:20 -0500 |

Rob, If you call the a and b parameter both shape parameters, you may fix the mean of the beta distribution with E(x) = a/(a + b) . If you refer to both the a and b as shape parameters, you can also compute the variance = (a*b)/(a + b)^2(a + b + 1). You can set the mean and variance to whatever you need them to be and then insert those parameters into the rbeta(a,b) function. - Bob Robert A. Yaffee, Ph.D. Research Professor Silver School of Social Work New York University Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf CV: http://homepages.nyu.edu/~ray1/vita.pdf ----- Original Message ----- From: "Hartman, Rob" <rhartman@mitre.org> Date: Thursday, January 27, 2011 10:35 pm Subject: st: Beta distribution To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> > Hi Listers, > Is it possible to generate a random beta variable with > -a fixed/predetermined range of possible values, as well as > -a fixed mean, but still have > -the ability to vary the shape parameters meaningfully? > > This is more a distributions question in general than a stata question > in particular, but I would want to implement using stata. > > I want to test the power of a mean comparison test (with means/mean > difference specified a priori) for variables with fixed range of > values (0 to 2 in this case) but where the underlying distributions > are anyone's guess. That is, I want to be able to experiment w/ > different distributional properties while maintaining the mean and range. > > Would appreciate any guidance, including alternative approaches. > > Thanks, > Rob > > * > * 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/ * * 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**:**re: st: creating new variables***From:*"Airey, David C" <david.airey@vanderbilt.edu>

**st: Beta distribution***From:*"Hartman, Rob" <rhartman@mitre.org>

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