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Re: st: calculate maximum density of normal distribuion


From   Nick Bornschein <[email protected]>
To   [email protected]
Subject   Re: st: calculate maximum density of normal distribuion
Date   Fri, 22 Nov 2013 16:28:31 +0100

Here is the code I'm using, change mean and sd at the beginning and look at the graph, the density is not the same:

clear
set obs 10000
set seed 2211
global mean = 5
global sd = 3
gen normal1 = rnormal($mean, $sd)

qui: su normal1
global min = r(min)
global min = round($min,.01)
display $min

qui: su normal1
global max = r(max)
global max = round($max,.01)
display $max

_pctile normal1, p(2.5)
global n1_1 = r(r1)
global n1_1 = round($n1_1,.01)
display $n1_1

_pctile normal1, p(97.5)
global n1_2 = r(r1)
global n1_2 = round($n1_2,.01)
display $n1_2

twoway function y=normalden(x,$mean,$sd), range($min $max) color(r) || /// function y=normalden(x,$mean,$sd), range($min $n1_1) recast(area) color(dknavy) || /// function y=normalden(x,$mean,$sd), range($n1_2 $max) recast(area) color(dknavy) /// xtitle("{it: {&mu}}") /// xline($mean) /// ytitle("") title("Normalverteilung") /// subtitle("{&mu}=$mean {&sigma}=$sd mit {&alpha}=.05, 2-seitig") ///
        legend(off) xlabel($n1_1 $mean $n1_2)



Am 22.11.13 16:12, schrieb Nick Cox:
That density is a constant, namely

. di normalden(0)
.39894228

Whatever mean a normal has just shifts the distribution left or right,
so makes no difference to what the peak density is; hence without loss
of generality we can focus on mean 0.

Whatever SD a normal has, 0/SD is still 0.

Correct me if I'm wrong....
Nick
[email protected]


On 22 November 2013 15:00, Nick Bornschein <[email protected]> wrote:
Hello,

I'm calculating a normal distribution with:

set obs 10000
set seed 2211
gen normal2 = rnormal($mean2, $sd2)

by given mean and sd which I define via global macro.

Is it possible to calculate the maximum density at the mean point?
And more interesting: is it possible to define "xline" until a given point
at the y axis (the maximum density as you can imagine) because I want to add
the mean line with going higher than the maximum density?

Best
-Nick
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