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st: Markov Chain simulation
From
yannan shen <[email protected]>
To
[email protected]
Subject
st: Markov Chain simulation
Date
Thu, 24 Jan 2013 01:03:58 -0500
Dear statalist,
I am currently learning stochastic processes and I want to use stata
to simulate a random variable.
I have the initial distribution and transition probability matrix.
In addition, I want to repeat this process 2000 times to calculate
E(X). Potentially, I want to calculate the confidence interval for my
estimation.
Is there a command in stat for that purpose?
Thanks!
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