On Fri, 22 Nov 2002 10:17:51 +0100 =?iso-8859-1?Q?Daniel_M=FCller?=
<[email protected]>
followed up Al FEIVESON's response to
Sherry Weitzen [mailto:[email protected]]
regarding simulation of logistic random variables
May I recommend having a look at a text such as:
Evans M, Hastings N, and Peacock, B (2000)
Statistical Distributions, third edition
John Wiley & Sons, New York.
[Paperback edition ISBN 0471371246]
This has general (and not highly technical) discussion of variate
relationships, and transformations (including from the rectangular
variate). It also discusses the principles of generation of random
numbers, and has examples explicitly referring to each of a large
number of distributions, including the logistic (chapter 25).
I think this source would answer Daniel's questions (and provide the
rationale underlying Al's answer). For a related problem -- generation
of a bivariate probit model with known coefficients -- see the reference
manual entry under -heckprob- [H-P, page 36]
Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
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