08-23-2014 11:25 AM
I would like to generate a random sample (= 30 obervations) following a negative binomial distribution with expectation = 3 and a coefficient of dispersion (expectation / variance) = 1.2.
do i = 1 to 30;
nb_asif = 3 + RAND ('NEGBINOMIAL', ?,?);
How determine my coefficient of dispersion into data step?
Thanks for help.
08-25-2014 06:09 AM
I was wrong! it's variance/expectation to calculate coefficient of dispersion.
With your code it doesn't work, it's not equal to 1.2
do i=1 to 30;
proc univariate data=echantillon;
output out=dispersion std=volatite var=variance mean=moyenne skewness=skewness kurtosis=kurtosis;
08-25-2014 09:57 AM
Yes, as per formulation p was going to be greater than one. After making a correction found p=0.8333 and k=15. If you exclude 3 from your equation then you will get a close approximation as sample size increases.
08-25-2014 11:47 AM
Sorry for my ignorance but I don't understand...:smileyconfused:
How did you make a correction? p=1/1.2?
And I don't manage how you found the dispersion coefficient = 1.2 after generate.
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