[Gretl-users] Suggestions for improvements of gretl

[Riccardo (Jack) Lucchetti]

On Wed, December 20, 2006 21:10, Allin Cottrell wrote:
> On Wed, 20 Dec 2006, Andreas Karlsson wrote:
>
>> I have a few suggestions for improvements of gretl, making it
>> possible for me to use it in other courses:
>>
>> 1. A possibility to generate random binomial variables, for
>> example by adding a menu entry Add > Random variable > Binomial
>
> That would be easy enough.  Also easy to do manually, for example
>
> * add normal random variable, u
> * genr binrand = u > 0

Actually, that would be a Bernoulli r.v. If I'm not mistaken, a binomial r.v.
is one for which (in LaTeX notation)

P(x=k) = n \choose k p^k (1-p)^{n-k}

It can be added quite easily. However, a little script will give you what you
want too:

scalar n = 10
scalar p = 0.4
series x = 0

loop n
  x += (uniform()>p)
end loop

now x is binomial. True, this may be inelegant when n is big, but in that case
a binomial rv is practically Gaussian.




Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona