Re: FW: Pharsight Simulations

Date: Tue, 16 Nov 1999 11:41:20 -0800 From: Jeff Wald <jwald@pharsight.com> Subject: Re: FW: Pharsight Simulations With regards to Elianne's original posting, I have requested to see her Pharsight Trial Designer (PTD) model so I can provide an unequivocal resolution for the readers of this list. In response to Mick, there are two options in for handling lognormal distributions in PTD. One is as you correctly point out, a log normal component based on the arithmetic mean and standard deviation of the distribution. The other option is to use an exponentiated normal distribution. Reviewing common statistical packages demonstrates the following. The user interface in S-PLUS is: rlnorm(n, meanlog=0, sdlog=1), where meanlog and sdlog denote mean and standard deviation of the distribution of the log of the random variable (E.g., the "arithmetic mean" and std of the "underlining normal distribution") I am not aware of a function in SAS to directly generate pseudo log-normal deviates. Accordingly, one can generate normal deviates first and exponentiate them. If you are aware of other possibilities, please let us know. As you see, the exponentiated normal option in PTD is consistent with standard stat packages. The log-normal option is an added feature which is particularly useful when one is working with reported statistics and does not have access to raw values. I hope this helps to clear the air of any misunderstandings. Regards, Jeff Wald Pharsight Corporation