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st: RE: How to generate a random variable with PDF gamma(a,b,g,x)
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: How to generate a random variable with PDF gamma(a,b,g,x)
Date
Mon, 13 Jun 2011 20:28:34 +0100
I don't know how the uniform distribution comes into this. Isn't it just a translation of a two-parameter distribution:
gen y = 0.8 + rgamma(3, 0.04)
?
Nick
[email protected]
Tiago V. Pereira
I would like to generate a gamma random variable with probability density
function given by gamma(a,b,g,x) where a = 3 (shape), b = 0.04 (scale), g
= 0.80 (location).
I believe that the trick is to generate x correctly from a uniform
distribution, since I am looking at x>g only.
The pdf should look like this:
http://tinypic.com/r/5yrxgg/7
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