Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: R: How to generate a random variable with PDF gamma(a,b,g,x)
From
"Carlo Lazzaro" <[email protected]>
To
<[email protected]>
Subject
st: R: How to generate a random variable with PDF gamma(a,b,g,x)
Date
Tue, 14 Jun 2011 07:18:20 +0200
Dear Tiago,
using Stata 9.s/SE, the following chunk of code may do what you want:
----------------------------------------------------------------------
set obs 100
g A= gammaden(3,0.04,0.80,uniform())
----------------------------------------------------------------------
Kindest Regards,
Carlo
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Tiago V. Pereira
Inviato: lunedì 13 giugno 2011 22.22
A: [email protected]
Oggetto: st: How to generate a random variable with PDF gamma(a,b,g,x)
Dear Statalisters,
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.
Any suggestions?
All the best,
Tiago
*
* 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/
*
* 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/