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Re: st: Drawing from a known, non-regular, discrete distribution


From   Lulu Zeng <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Drawing from a known, non-regular, discrete distribution
Date   Tue, 18 Feb 2014 20:17:53 +1100

Dear Nick,

My apologies for the unclear description.

1. I have 2 variables in Stata, one variable holds the 1200 known,
discrete values I want to draw; the other holds the corresponding
probabilities.

2. The 2 variables are associated with a parameter (attribute) of a
random utility model. I am trying to draw from the distribution of
this parameter of interest, and then divide it by the price parameter
(which similarly has 2 associated variables too) to obtain a
distribution of willingness to pay.


Best Regards,
Lulu




On Tue, Feb 18, 2014 at 7:47 PM, Nick Cox <[email protected]> wrote:
> You have not, so far as I can see, specified
>
> 1. How you are holding information on your distribution. Is it 1200
> known values with associated probabilities (so as two variables in
> Stata), or is the information still outside Stata in some form?
>
> 2. What you expect to draw as a sample.
> Nick
> [email protected]
>
>
> On 18 February 2014 03:58, Lulu Zeng <[email protected]> wrote:
>> Dear Scott,
>>
>> Thank you for your response. My apologies that I am still a little
>> confused about how to do this in my case where I have 1,200
>> observation. Can I still use the cond() command without typing in each
>> point of the draw?
>>
>> Best Regards,
>> Lulu
>>
>> On Tue, Feb 18, 2014 at 1:50 PM, Scott Merryman
>> <[email protected]> wrote:
>>> http://www.stata.com/statalist/archive/2012-08/msg00256.html
>>>
>>> and the links within.
>>>
>>> Scott
>>>
>>>
>>> On Sun, Feb 16, 2014 at 9:15 PM, Lulu Zeng <[email protected]> wrote:
>>>> Dear Statalist,
>>>>
>>>> I am seeking help with taking draws from a known, non-regular (not
>>>> normal or lognormal etc), discrete distribution.
>>>>
>>>> For example, taking draws from a distribution like the one below.
>>>> However, in my case I have 1,200 points instead of the 4 points given
>>>> in the example.
>>>>
>>>> Draw value     Probability
>>>>
>>>>     0.5                0.15
>>>>
>>>>     0.6                0.30
>>>>
>>>>     0.2                0.25
>>>>
>>>>     0.9                0.30
>>>>
>>>> The "draw value" is the value to be drawn, "probability" is the chance
>>>> each value be drawn, so it adds up to 1.
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