. 
. * Program to draw 1 sample of size 30 from uniform ///
>   and return sample mean
. program onesample, rclass
  1.     version 11
  2.     drop _all
  3.     quietly set obs 30
  4.     generate x = runiform()
  5.     summarize x
  6.     return scalar meanforonesample = r(mean)
  7. end



. 
. * Run program onesample once as a check
. set seed 10101



. onesample



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
           x |        30    .5459987    .2803788   .0524637   .9983786



. return list



scalars:
   r(meanforonesample) =  .5459987225631873



. 
. * Run program onesample 10,000 times to get 10,000 sample means 
. simulate xbar = r(meanforonesample), seed(10101) ///
> reps(10000) nodots: onesample



      command:  onesample
         xbar:  r(meanforonesample)






. 
. * Summarize the 10,000 sample means and draw histogram
. summarize xbar



    Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
        xbar |     10000    .4995835    .0533809   .3008736   .6990562



. histogram xbar, normal xtitle("xbar from many samples")
(bin=40, start=.30087364, width=.00995456)



. 
. quietly graph export mus04fig1clt2.pdf, replace



.