t distribution in STATA

[Wch Kng]

Hi. I am trying to figure out how to generate in stata a random draw of 10,000 observations from all the t-distributions mentioned in an exercise I have been doing. After that am I gpong to provide the code and a histogram for each one of them.
I am quite new to stata and am kind of lost. Any suggestions?

[Joro Kolev]

The following will generate you 10k observations from t distribution on 5 degrees of freedom:

set obs 10000
gen t =  rt(5)

[Bruce Weaver]

Hello Wch Kng. Adding to what Joro said, type the following command to see what other random number functions are available to you:

help random_number_functions

See also these Stata Blog posts:

• https://blog.stata.com/2016/03/10/ho...bers-in-stata/
• https://blog.stata.com/2012/07/18/us...rators-part-1/

HTH.

[Wch Kng]

Thanks a lot, guys. It really helps. When I first have started, can I do the same with chi2 command?

[Bruce Weaver]

Yes. From the help for random number functions:

    rchi2(df)
       Description:  chi-squared, with df degrees of freedom, random variates
       Domain df:    2e-4 to 2e+8
       Range:        0 to c(maxdouble)