jeudi 10 septembre 2020

random number generation in stata

I am trying to do a simulation in Stata with a random sample of 10000 for the variable X with pdf f(x) = exp(-x), X>0

I tried inserting a large number for the upper limit, but it does not seem to work. My stata code was:

clear  
set obs 10000   
set seed 272915  
gen x= 0 + 100000000*runiform()  
gen y= (exp(-x))  
histogram y  
summ y, detail  

I have also tried (i) gen u= inv(x) & gen y =(exp(-x)), and (ii) gen y=invexponential(exp(-x)), but these are both invalid syntaxes

What would be the correct way of generating uniform random numbers between 0 and infinity, and applying these to an exponential distribution with domain (x, infinity). Any help on the specific stata code would be appreciated.




Aucun commentaire:

Enregistrer un commentaire