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Re: st: RE: Normal CDF


From   Carlos Aller <[email protected]>
To   [email protected]
Subject   Re: st: RE: Normal CDF
Date   Mon, 14 Nov 2011 12:10:21 +0100

El 14/11/2011 12:05, Nick Cox escribió:
I think you want -normal(x - A)-.

Nick
[email protected]

Carlos Aller

Do you know how to compute the Normal CDF for the non-standard case? I
mean, Stata provides "normal(x)", assuming standard normal (0,1), but
I'd like to compute normal x, for a normal distribution (A,1), where A
is different from zero.


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I need that the argument of the function is as negative as possible in order to ensure concavity of the likelihood function I am estimating. For this, I need a probit with a very negative cut-off, and I get this with a normal (-1000,1), for example.

Carlos.
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