mkbilogn creates random variables, var1 and var2, drawn from a bivariate lognormal distribution defined as follows. As n --> oo, X1 (var1) and X2 (var2) are such that x1=log(X1) and x2=log(X2) are bivariate Normal distributed with mean(x1) = m1, mean(x2) = m2, s.d.(x1) = s1, s.d.(x2) = s2, corr(x1,x2) = rho. The parameters of the distribution can be optionally chosen by the user, or default to the values specified above.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S366301.
Size: Programming language: Stata Requires: Stata version 5.0 Date of creation: 12 Jan 1999 Date of revision: Handle: RePEc:boc:bocode:s366301
Contact details of provider: Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Phone: 617-552-3670 Fax: +1-617-552-2308 Email: Web page: http://fmwww.bc.edu/EC/ More information through EDIRC
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