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Re: st: Generate a random double between -1 and 1


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Generate a random double between -1 and 1
Date   Sun, 2 Sep 2012 16:50:34 -0400

Your  statement that 
> "...multiplying 2 * runiform() excludes half the
> possible values between -1 and 1."
is incorrect, as the limits of -1 + 2*runiform()  are -1 + 2*0 = -1, and -1 +2*1 = +1.


Steve



On Sep 2, 2012, at 3:45 PM, Nick Cox wrote:

See <http://blog.stata.com/2012/08/29/using-statas-random-number-generators-part-3-drawing-with-replacement/>
and prequels.

Nick

On Sun, Sep 2, 2012 at 8:26 PM, Aaron Kirkman <[email protected]> wrote:
> I have a situation where I need to generate random real numbers
> between -1 and 1, and I'm wondering if there is a better way to
> accomplish this. Right now, I use this:
> 
> clear
> set obs 100000000
> gen double eps = -1 + 2 * runiform()
> summ eps
> 
> While this is probably acceptable, as the theoretical mean is 0, it's
> problematic because multiplying 2 * runiform() excludes half the
> possible values between -1 and 1. Is there a built-in way to do this
> in a way that won't exclude values, or is this method sufficient? In
> practice, I may generate as few as 30 random numbers and as many as
> 100,000,000 (if that's relevant).
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