Generating random samples from user-defined distributions

dc.creatorLukácsy, Katarína
dc.date2017-04-01T19:41:50Z
dc.date.accessioned2026-07-09T08:15:39Z
dc.descriptionGenerating random samples in Stata is very straightforward if the distribution drawn from is uniform or normal. With any other distribution, an inverse method can be used; but even in this case, the user is limited to the built-in functions. For any other distribution functions, their inverse must be derived analytically or numerical methods must be used if analytical derivation of the inverse function is tedious or impossible. In this article, I introduce a command that generates a random sample from any user-specified distribution function using numeric methods that make this command very generic.
dc.identifierOther:st0229
dc.identifierdoi:10.22004/ag.econ.180083
dc.identifierhttps://ageconsearch.umn.edu/record/180083/files/sjart_st0229.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/180083
dc.identifier.urihttp://hdl.handle.net/123456789/597187
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/180083
dc.titleGenerating random samples from user-defined distributions
dc.typeText

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