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I'm in need of generating a set of random numbers (between 100 and 300 would suffice), which conform to a given mean, and also fall within certain upper and lower endpoints. Using the statistics software that I have (Minitab), I can find options to

  1. generate random data with a given mean but no endpoints, and
  2. generate random data with endpoints and a given mode (not mean).

I think the problem I'm having is that it doesn't seem to be a normal distribution; for instance, one of the data sets should give a mean of 2.90, but range between 0 and 30.66.

It is for a paper I'm writing, wherein the concern is with being able to run statistical analyses on the data in question; in other words, once I generate the data set, I have to do ANOVA and other tests on it. (I'm fine with doing all that; I just can't figure out how to generate the data.)

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If you want the distribution on the range min to max and with a given population mean:

One common solution when trying to generate a distribution with specified mean and endpoints is to use a location-scale family beta distribution.

The usual beta is on the range 0-1 and has two parameters, $\alpha$ and $\beta$. The mean of that distribution is $\frac{\alpha}{\alpha+\beta}$. If you multiply by $\text{max}-\text{min}$ and add $\text{min}$, you have something between $\text{max}$ and $\text{min}$ with mean $\text{min}+\frac{\alpha}{\alpha+\beta}(\text{max}-\text{min})$.

This suggests you should take

$\beta/\alpha = \frac{\text{max} - \text{mean}}{\text{mean}-\text{min}}$

Or

$\alpha/\beta = \frac{\text{mean} - \text{min}}{\text{max}-\text{mean}}$

This leaves you with a free parameter (you can choose $\alpha$ or $\beta$ freely and the other is determined). You could choose the smaller of them to be "1". Or you could choose it to satisfy some other condition, if you have one (such as a specified standard deviation). Larger $\alpha$ and $\beta$ will look more 'bell-shaped'.

In Minitab, Calc $\to$ Random Data $\to$ Beta.

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Alternatively, you could generate from a triangular distribution rather than a beta distribution. (Or any number of other choices!)

The triangular distribution is usually defined in terms of its min, max and mode, and its mean is the average of the min, max and mode. The triangular distribution is reasonably easy to generate from even if you don't have specialized routines for it. To get the mode from a given mean, use mode = 3$\,\times\,$mean - min - max. However, the mean is restricted to lie in the middle third of the range (which is easy to see from the fact that the mean is the average of the mode and the two endpoints).

Below is a plot of the density functions for a beta (specifically, $\text{beta}(2,3)$) and a triangular distribution, both with mean 40% of the way between the min and the max:

enter image description here


One the other hand, if you want the sample to have a smallest value of min and a largest value of max and a given sample mean, that's quite a different exercise. There are easy ways to do that, though some of them may look a bit odd.

One simple method is as follows. Let $p=\frac{\text{mean} - \text{min}}{\text{max}-\text{min}}$. Place $b=\lfloor p(n-1)\rfloor$ points at 1, and $n-1-b$ points at 0, giving an average of $b/(n-1)$ and a sum of $b$. To get the right average, we need the sum to be $np$, so we place the remaining point at $np-b$, and then multiply all the observations by ${\text{max}-\text{min}}$ and add $\text{min}$.

e.g. consider $n$ = 12, min = 10, max = 60, mean = 30, so $p$ = 0.4, and $b$ = 4. With seven (12-1-4) points at 0 and four at 1, the sum is 4. If we place the remaining point at 12$\,\times\,$0.4$\,$-$\,$4 = 0.8, the average is 0.4 ($p$). We then multiply all the values by ${\text{max}-\text{min}}$ (50) and add $\text{min}$ (10) giving a mean of 30. Then randomly sample the whole set of $n$ without replacement, (or equivalently, just randomly order them). You now have a random sample with the required mean and extremes, albeit one from a discrete distribution.

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  • $\begingroup$ Thanks for responding. The stuff about beta distributions has given me some insights. However, I think the latter thing you mentioned is what I really want: to generate a sample that has a smallest value "min", a largest value "max", and a given sample mean? $\endgroup$
    – KF Harlock
    Oct 22, 2013 at 8:02
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    $\begingroup$ Ah, I see you added more information to how to get the desired results out of a triangular distribution. That's extremely helpful, and enabled me to accomplish exactly what I wanted. Thanks! $\endgroup$
    – KF Harlock
    Oct 22, 2013 at 8:53

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