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RE: st: how to find the integral for a portion of a normal distribution.


From   "Buzz Burhans" <buzzb3@earthlink.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: how to find the integral for a portion of a normal distribution.
Date   Mon, 3 May 2010 22:52:44 -0600

This gets me what I want, but there should be an easier way to express this
as 2 equations?


clear
drawnorm x , means(2.05) sds(1.74) n(100000) clear
sort x
egen lowresponse = total(x) if _n < (100000*.273)
egen highresponse = total(x) if _n >= (100000*.273)
l in 1/50
l in -60/l


Buzz Burhans, Ph.D. 

Dairy-Tech Group
So. Albany, VT / Twin Falls ID

Phone: 802-755-6842
Cell: 208-320-0829
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Email: buzzb3@earthlink.net

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David Muller
Sent: Monday, May 03, 2010 10:26 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: how to find the integral for a portion of a normal
distribution.

To expand upon Michael's suggestion, -display normal((1 - 2.05)/1.74)-
will give you the proportion of responses <=1, and -display 1 -
normal((1 - 2.05)/1.74)- will give you the proportion of responses
>=1.

Note that assuming this normal model for your response you would
expect a little over 10% of your responses to be less than 0, which
indicates a problem with your assumption if your response is strictly
positive.

David


On Tue, May 4, 2010 at 2:01 PM, Hollis,Michael E <mhollis@mwdh2o.com> wrote:
> ...you'll then be able to use the standard normal distribution with mean
> zero and unit variance.
>
> Sent from my iPhone
>
> On May 3, 2010, at 8:49 PM, "Buzz Burhans" <buzzb3@earthlink.net> wrote:
>
>> Doesn't your suggestion fit only if the curve is standard normal?, i.e.
>> mean
>> 0, SD 1?
>>
>> Perhaps my use of integral is incorrect; what I want is the area under
the
>> curve of a normal distribution, mean 2.05, sd 1.75 for the portion >=
>> threshold =1, and then the portion < 1
>>
>> Buzz
>>
>>
>> statalist@hsphsun2.harvard.edu] On Behalf Of Hollis,Michael E
>> Sent: Monday, May 03, 2010 9:36 PM
>> To: statalist@hsphsun2.harvard.edu
>> Subject: Re: st: how to find the integral for a portion of a normal
>> distribution.
>>
>> I may be missing something here, but can't you simply use the normal
>> distribution with mean=proportion z >= some threshold, q=1-p and
>> variance p(1-p)/n?  No integration involved.
>>
>> As I said, I might be missing something!
>>
>> Sent from my iPhone
>>
>> .ucla.edu/stat/stata/
>>
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