This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Generating random variables from the N/I distributions

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Peter A. Lachenbruch () (U. S. FDA)
Abstract

The N/I distributions are the ratio of a normal distribution to an independent distribuiton. They include the normal, Cauchy, t, slash for various cases of the denominator distribution. The author has developed a program that will generate these distributions for use in simulations. Additionally, mixtures are allowed and one can obtain the distribuiton of the inverse of the I distribution by setting the numerator normal to have mean 1 and standard deviation 0. These were originally developed for the Robust Estimation study of Andrews, et al (1972)

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://repec.org/nasug2004/nirand.ppt
File Format: application/x-powerpoint
File Function: presentation slides
Download Restriction: no
File URL: http://repec.org/nasug2004/nirand.ado
File Format: text/plain
File Function: sample do-file
Download Restriction: no
File URL: http://repec.org/nasug2004/nirand.hlp
File Format: text/plain
File Function: help file
Download Restriction: no

Publisher Info
Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2004 with number 2.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 15 Jul 2004
Date of revision: 25 Aug 2004
Handle: RePEc:boc:asug04:2

Contact details of provider:
Postal: Administration Building, 140 Commonwealth Avenue, Chestnut Hill MA 02467
Phone: 617-552-3670
Fax: 617-552-2308
Email:
Web page: http://www.stata.com/meeting/3nasug
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-10-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.