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Re: st: Drawing from a known, non-regular, discrete distribution


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Drawing from a known, non-regular, discrete distribution
Date   Tue, 18 Feb 2014 08:47:35 +0000

You have not, so far as I can see, specified

1. How you are holding information on your distribution. Is it 1200
known values with associated probabilities (so as two variables in
Stata), or is the information still outside Stata in some form?

2. What you expect to draw as a sample.
Nick
njcoxstata@gmail.com


On 18 February 2014 03:58, Lulu Zeng <luluzengnz@gmail.com> wrote:
> Dear Scott,
>
> Thank you for your response. My apologies that I am still a little
> confused about how to do this in my case where I have 1,200
> observation. Can I still use the cond() command without typing in each
> point of the draw?
>
> Best Regards,
> Lulu
>
> On Tue, Feb 18, 2014 at 1:50 PM, Scott Merryman
> <scott.merryman@gmail.com> wrote:
>> http://www.stata.com/statalist/archive/2012-08/msg00256.html
>>
>> and the links within.
>>
>> Scott
>>
>>
>> On Sun, Feb 16, 2014 at 9:15 PM, Lulu Zeng <luluzengnz@gmail.com> wrote:
>>> Dear Statalist,
>>>
>>> I am seeking help with taking draws from a known, non-regular (not
>>> normal or lognormal etc), discrete distribution.
>>>
>>> For example, taking draws from a distribution like the one below.
>>> However, in my case I have 1,200 points instead of the 4 points given
>>> in the example.
>>>
>>> Draw value     Probability
>>>
>>>     0.5                0.15
>>>
>>>     0.6                0.30
>>>
>>>     0.2                0.25
>>>
>>>     0.9                0.30
>>>
>>> The "draw value" is the value to be drawn, "probability" is the chance
>>> each value be drawn, so it adds up to 1.
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