--- On Wed, 7/10/09, Martin Weiss wrote:
> [D], p.223, discusses the -runiform()- random number
> generator. I understand from Cameron and Trivedi (2005),
> http://www.stata.com/bookstore/mma.html, Appendix B,
> that you can create random numbers for many distributions
> based on uniform numbers, so "vmz" may want to take a look
> at these sources...
This is sometimes known as the "inversion method". A great
book on random variable generation is:
Luc Devroye (1986) Non-Uniform Random Variate Generation.
New York: Springer Verlag.
It is now out of print, but you can download a copy from:
http://cg.scs.carleton.ca/~luc/rnbookindex.html
The inversion method is discussed on page 27.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
