EViews.com

Posted: **Thu Oct 22, 2015 1:58 pm**

I am new to the software and was directed to this forum whilst searching for help. I was wondering if anyone could help me?

Let's say that I want to generate a random sample of n observations from a distribution where X is a random variable which takes on Y1 with probability a and Y2 with probability b, where p(a)+p(b)=1.

In addition to this, both Y1 and Y2 are normally distributed. For instance, Y1~ N(3,1/5) and Y2 ~ N(2,1/4).

Could anyone tell me how I could go about doing this?

Thanks.

Posted: **Thu Oct 22, 2015 2:28 pm**

Code: Select all

series y1 = @nrnd*@sqrt(1/5)+3
series y2 = @nrnd*@sqrt(1/4)+2
series select = @rnd<.7
series x = y1*select + y2*(1-select)

EViews.com

(EViews 9) A histogram of two normal random variables

(EViews 9) A histogram of two normal random variables

Re: (EViews 9) A histogram of two normal random variables