help ajv                                                 Version 1.1 2007-02-26
-------------------------------------------------------------------------------

Title

    ajv -- Generate a random variate following a Johnson distribution


Syntax

        ajv [varname] [if] [in] , distribution(SN|SL|SU|SB) generate(newvar)
                 gamma(#) delta(#) [options]

    options               Description
    -------------------------------------------------------------------------
    Main
      lambda(#)           value for lambda; defaults to one
      xi(#)               value for xi; defaults to zero
      seed(#)             seed for random number generator
      n(#)                set number of observations
    -------------------------------------------------------------------------


Description

    ajv generates a random variable newvar that follows one of the Johnson
    distributions, SN, SL, SU or SB.  Parameters gamma, delta, lambda and xi
    are such as those obtained from jnsn.  If varname is specified, then it
    will be used as a standard normal deviate and newvar will be generated
    from it and the Johnson distribution parameters.  If no varname is
    specified, then ajv will internally generate a standard normal variate
    using the seed() if one is specified.


Options

        +------+
    ----+ Main +-------------------------------------------------------------

    distribution specifies the Johnson distribution; it may be in upper,
        lower or mixed case.

    generate names the new variable.

    gamma delta lambda xi specify parameters of the Johnson distribution.

    seed sets the seed for random number generation, e.g., when varname is
        not specified.

    n specifies the number of observations, e.g., starting from an empty
        dataset.


Remarks

    ajv is an implementation of Algorithm AS 100.1 (Hill, 1976).


References

    I. D. Hill, Normal-Johnson and Johnson-Normal transformations. Applied
    Statistics 25:190–92, 1976.


Examples

    . ajv snv, distribution(sl) generate(lnv) gamma(1) delta(1)

    . ajv , distribution(su) generate(suv) gamma(1) delta(1) seed(12345)
        n(100)


Author

    Joseph Coveney jcoveney@bigplanet.com


Also see