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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: random uniform variable with unequal probabilities |

Date |
Mon, 19 Nov 2012 12:24:38 +0000 |

You can use the Mata function -rdiscrete()-. . sysuse auto, clear (1978 Automobile Data) . gen foo = . (74 missing values generated) . mata ------------------------------------------------- mata (type end to exit) ------------------------------------------------------------------ : prob = J(10,1,.8/9) : which = ceil(10 * runiform(1,1)) : which 7 : prob[which] = .2 : st_store(., "foo", 9 :+ rdiscrete(st_numscalar("c(N)"), 1, prob)) : end -------------------------------------------------------------------------------------------------------------------------------------------- . tab foo foo | Freq. Percent Cum. ------------+----------------------------------- 10 | 3 4.05 4.05 11 | 6 8.11 12.16 12 | 6 8.11 20.27 13 | 5 6.76 27.03 14 | 4 5.41 32.43 15 | 11 14.86 47.30 16 | 16 21.62 68.92 17 | 6 8.11 77.03 18 | 9 12.16 89.19 19 | 8 10.81 100.00 ------------+----------------------------------- Total | 74 100.00 On Mon, Nov 19, 2012 at 11:44 AM, Tomáš Houška <xbender@gmail.com> wrote: > I need to generate a random variable from uniform distribution, but > the probabilities are not not same for each option. The variable is > discrete in interval [10,19] and is generated 10times. Each time one > of the options has twice as high probability of occuring as the > others. So in some sence, the draw is two-staged - in the first stage > a random number (n) between 1 and 10 is generated and then that > particular n-th option in the interval [10,19] has a probability 0.2 > of occuring, the other options have a probability 0.8/9 each. > > How can I generate such variable? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: random uniform variable with unequal probabilities***From:*Tomáš Houška <xbender@gmail.com>

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