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st: Re: Examining sampling distribution


From   Babak Oskooei <babak_cho@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Examining sampling distribution
Date   Tue, 17 Nov 2009 01:57:51 -0800 (PST)

Dear Stata Users,

I have a question with respect to examining the sampling distribution visually and using statistical tests. I have carried out simulations in Stata with 5,000 replicates and obtained the statistic of interest. The sampling distribution of this statistics should be distributed as Chi-squared with 1 df. I would like to test this visually and unsing ststistical tests. 

My question is how I can add a curve of Chi2 distribution with 1 df to the histogram of the sampling distribution of my statistic. I know that in many softwares this is possible but I do not know how to do this in Stata. I found many options like kdensity in the histogram command but not an option which fits a curve with a specific distribution to my histogram. Also, I would like to know the name of the command in Stata which I tests this statistically.

Thank you in advance for your help.

Kind regards

Babak Oskooei
MRC Clinical Trials Unit
London


      
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