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From |
"Tiago V. Pereira" <tiago.pereira@mbe.bio.br> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: How to compute with Stata probabilities by conditioning ? |

Date |
Mon, 20 May 2013 12:36:39 -0300 (BRT) |

Many thanks, Roger! That makes sense. Cheers! Tiago If you type, in Stata, help density_functions##normal then you will find that the function binormal(h,k,r) computes the joint cumulative distribution function, not the conditional diatribution function as you seem to believe. The .pdf documentatio gives the equation explicitly. I hope this helps. Best wishes Roger -- Dear statalisters, Imagine two standard normal variables, X and Y, with known correlation, rho. P(X>t1|Y>t2) can be computed with binormal(t1,t2,rho) What if we were interest in computing P(X>t1 and Y>t2) ? Since X and Y are correlated, I am a bit confused. I am using brute force (dumb way): set obs 1000000000 matrix M = (1,rho \ rho, 1) drawnorm x y, means(0 0) sds(1 1) corr(M) count if x>t1&y>t2 P(X>t1 and Y>t2) = r(N)/_N Is there a smarter way of computing probabilities by conditioning (with Stata)? Thanks in advance. Tiago * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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