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st: Markov Chain simulation

From   yannan shen <>
Subject   st: Markov Chain simulation
Date   Thu, 24 Jan 2013 01:03:58 -0500

Dear statalist,
I am currently learning stochastic processes and I want to use stata
to simulate a random variable.
I have the initial distribution and transition probability matrix.
In addition, I want to repeat this process 2000 times to calculate
E(X). Potentially, I want to calculate the confidence interval for my
Is there a command in stat for that purpose?

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