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Re: st: random uniform variable with unequal probabilities
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: random uniform variable with unequal probabilities
Date
Mon, 19 Nov 2012 12:24:38 +0000
You can use the Mata function -rdiscrete()-.
. sysuse auto, clear
(1978 Automobile Data)
. gen foo = .
(74 missing values generated)
. mata
------------------------------------------------- mata (type end to
exit) ------------------------------------------------------------------
: prob = J(10,1,.8/9)
: which = ceil(10 * runiform(1,1))
: which
7
: prob[which] = .2
: st_store(., "foo", 9 :+ rdiscrete(st_numscalar("c(N)"), 1, prob))
: end
--------------------------------------------------------------------------------------------------------------------------------------------
. tab foo
foo | Freq. Percent Cum.
------------+-----------------------------------
10 | 3 4.05 4.05
11 | 6 8.11 12.16
12 | 6 8.11 20.27
13 | 5 6.76 27.03
14 | 4 5.41 32.43
15 | 11 14.86 47.30
16 | 16 21.62 68.92
17 | 6 8.11 77.03
18 | 9 12.16 89.19
19 | 8 10.81 100.00
------------+-----------------------------------
Total | 74 100.00
On Mon, Nov 19, 2012 at 11:44 AM, Tomáš Houška <[email protected]> wrote:
> I need to generate a random variable from uniform distribution, but
> the probabilities are not not same for each option. The variable is
> discrete in interval [10,19] and is generated 10times. Each time one
> of the options has twice as high probability of occuring as the
> others. So in some sence, the draw is two-staged - in the first stage
> a random number (n) between 1 and 10 is generated and then that
> particular n-th option in the interval [10,19] has a probability 0.2
> of occuring, the other options have a probability 0.8/9 each.
>
> How can I generate such variable?
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