<>
-cumul- takes given values and forms the cumulative distribution function.
These values could be distributed according to any density. -normal- gives
you the cumulative of the normal, and -normalden- gives you the density
function of the normal.
*************
clear*
set obs 10000
gen x=-5+10*runiform()
gen z=normalden(x)
cumul z, gen(cumz)
line z x, sort name(den, replace) /*
*/ nodraw
gen y=rnormal()
cumul y, gen(cumy)
line cumy y, sort name(cumul, replace) /*
*/ nodraw
gr combine den cumul
*************
Note the -egen, std()- function for your standardization purposes (such as
your x and z)...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Evans Jadotte
Gesendet: Dienstag, 13. Oktober 2009 16:01
An: [email protected]
Betreff: Re: st: AW: Hello listers
Martin Weiss wrote:
<>
Not sure what "...cumulative standard normal distribution of a variable"
means, but maybe this will help:
*************
tw (function normal(x), range(-5 5))
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Evans Jadotte
Gesendet: Dienstag, 13. Oktober 2009 15:20
An: [email protected]
Betreff: st: Hello listers
Hi statalisters,
I have a very simple and maybe stupid question, hope someone can help. I
am trying to get the correct syntax for /_normal_ /to get the
cumulative standard normal distribution of a variable. Any help?
EJ
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Thanks Martin,
Sorry for not being clear on this list. What I am trying to calculate is
, cumulative density of the standard normal or the standard normal
density, respectively. I was trying with
cumul x, gen(y) // x = ((z-m)/sqrt(s))
but what I am getting is not consistent. By the way, does /cumul/ do the
same job as normal(.) or normalden(.) in Stata?
Thanks in advance,
EJ
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