Random number from a triangular distribution

[Simone Angioloni]

Hi,

I was wondering if it were possible to generate random numbers from a triangular distribution in Mata as, for example, for the uniform distribution with runiform()

Any help would be greatly appreciated.

Simone

[John Mullahy]

A standard triangular distribution on (-1,1) can be generated as the difference between two independent standard uniform (0,1) variates. As such this Mata code will generate a random triangularly-distributed n-vector t as the difference between two uniforms. (The code then goes on to depict its histogram.)

cap preserve
cap drop _all

loc n=10000
set obs `n'

mata

rseed(2345)

u1=runiform(`n',1)
u2=runiform(`n',1)
t=u1-u2

end

getmata tvar=t

hist tvar

cap restore

[John Mullahy]

P.S. For repeated applications it might be worthwhile to define a Mata function:

mata

function rtriangle(r,c) return(runiform(r,c)-runiform(r,c))

end

This function would return an rxc matrix of pseudo-random standard triangular variates.