MKBILOGN: Stata module to create bivariate lognormal variables

Stephen Jenkins

Statistical Software Components from Boston College Department of Economics

Abstract: 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.

Language: Stata
Requires: Stata version 5.0
Keywords: lognormal distribution; random variables (search for similar items in EconPapers)
Date: 1999-01-12
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/m/mkbilogn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/m/mkbilogn.hlp help file (text/plain)

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