Generating random variables from the N/I distributions

Peter A. Lachenbruch ()
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Peter A. Lachenbruch: U. S. FDA

North American Stata Users' Group Meetings 2004 from Stata Users Group

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)

Date: 2004-07-15, Revised 2004-08-25
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http://repec.org/nasug2004/nirand.ppt presentation slides (application/x-powerpoint)
http://repec.org/nasug2004/nirand.ado sample do-file (text/plain)
http://repec.org/nasug2004/nirand.hlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:asug04:2

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