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st: RE: How to compute the CDF of a gamma distribution in Stata


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to compute the CDF of a gamma distribution in Stata
Date   Wed, 30 Nov 2011 19:07:19 +0000

The cumulative _distribution_ function of a two-parameter gamma distribution is given by gammap(shape, y/scale) or gammap(shape, scale*y) depending on whether the scale parameter has the same units as the variable or their reciprocal. (Both parameterisations are common, the latter because of the interpretation it allows as a rate.) 

This applies also to your example with zero location. 

I'd advise against the term cumulative density function. 

Nick 
n.j.cox@durham.ac.uk 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Tiago V. Pereira
Sent: 30 November 2011 18:14
To: statalist@hsphsun2.harvard.edu
Subject: st: How to compute the CDF of a gamma distribution in Stata

Dear statalisters,

Is there a quick way to compute in Stata the cumulative density of a gamma
distribution with parameters a,b and g, where a = shape, b = scale and g =
location?

For example for a = 1, b=1 and g = 0, I would like to compute the P[x<=2].

Cheers!

Tiago
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