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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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to compute the CDF of a gamma distribution in Stata***From:*"Tiago V. Pereira" <tiago.pereira@mbe.bio.br>

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