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Re: st: Stata implementation of alias method
From
Richard Gates <[email protected]>
To
[email protected]
Subject
Re: st: Stata implementation of alias method
Date
Thu, 09 Aug 2012 12:11:57 -0500
Jesse,
See
. help mf_rdiscrete.
-Rich
[email protected]
On 08/09/2012 11:16 AM, Jesse McCrosky wrote:
Hi all,
I've been looking for an implementation in Stata of the alias method (for sampling from an arbitrary discrete distribution) and very surprised not to find one. If it really hasn't been done, I'll write it myself, but just thought I'd check here first.
For those unfamiliar with the method, but curious, the method is described about halfway down here: http://www.keithschwarz.com/darts-dice-coins/ and the best implementation is in this paper: http://www.jstor.org/stable/10.2307/2683739
Anyone seen or written this in Stata?
Best,
Jesse McCrosky
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