Estimating the value of a variable using it´s probability distribution

[Stat Analysis]

Hi, all!

I have one question regarding Stata and the estimation of an unknown variable.

Is there any way of estimating the value of a variable in Stata when you know it´s probability distribution?
In this case I have a variable which is distributed on the interval (1, 2), with a 25% probability of 2, and uniformly distributed otherwise.

Thanks!

[Nick Cox]

Cross-posted at http://stats.stackexchange.com/quest...ow-its-probabi

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Otherwise I'd call this a prediction problem and wonder about using the mean of the distribution

. di 0.75 * 1.5 + 0.25 * 2
1.625