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From | "Tiago V. Pereira" <tiago.pereira@mbe.bio.br> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: How to compute with Stata probabilities by conditioning ? |
Date | Fri, 17 May 2013 11:52:17 -0300 (BRT) |
Dear statalisters, Imagine two standard normal variables, X and Y, with known correlation, rho. P(X>t1|Y>t2) can be computed with binormal(t1,t2,rho) What if we were interest in computing P(X>t1 and Y>t2) ? Since X and Y are correlated, I am a bit confused. I am using brute force (dumb way): set obs 1000000000 matrix M = (1,rho \ rho, 1) drawnorm x y, means(0 0) sds(1 1) corr(M) count if x>t1&y>t2 P(X>t1 and Y>t2) = r(N)/_N Is there a smarter way of computing probabilities by conditioning (with Stata)? Thanks in advance. Tiago * * 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/