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st: How to generate a random variable with PDF gamma(a,b,g,x)
From
"Tiago V. Pereira" <[email protected]>
To
[email protected]
Subject
st: How to generate a random variable with PDF gamma(a,b,g,x)
Date
Mon, 13 Jun 2011 17:22:20 -0300 (BRT)
Dear Statalisters,
I would like to generate a gamma random variable with probability density
function given by gamma(a,b,g,x) where a = 3 (shape), b = 0.04 (scale), g
= 0.80 (location).
I believe that the trick is to generate x correctly from a uniform
distribution, since I am looking at x>g only.
Any suggestions?
All the best,
Tiago
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