Stata/Probability Function

The list of probability functions is available by typing in the command editor : h density functions Useful quantiles . di invnorm(.975) 1.959964 . di invchi2(1,.95) 3.8414588 Standard distributions Gaussian Distribution local q975 = invnormal(.975) #delimit ; tw function y = normalden(x) , range(-4 4) || , xlabel( , grid) xline( -`q975' `q975') title(PDF Gaussian with 95 % CI) ; #delimit cr gr export W:/normal.png, replace The Gaussian distribution with 90,95 and 99 % confidence intervals. set scheme s2color global ub10 = invnorm(.95) global lb10 = invnorm(.05) global ub5 = invnorm(.975) global lb5 = invnorm(.025) global ub1 = invnorm(.995) global lb1 = invnorm(.005) #delimit ; tw function y=normden(x), range(-4 $lb5) color(red) recast(area) || function y=normden(x), range($ub5 4) color(red) recast(area) || function y=normden(x), range(-4 4) lstyle(foreground) ||, ysca(off) xsca(noline) legend(off) xlabel(-4 "-4 sd" -3 "-3 sd" -2 "-2 sd" -1 "-1 sd" 0 "mean" 1 "1 sd" 2 "2 sd" 3 "3 sd" 4 "4 sd" , grid gmin gmax) xtitle("") ; #delimit cr Student Distribution #delimit ; tw function y = tden(1,x) , range(-4 4) || function y = tden(2,x) , range(-4 4) || function y = tden(5,x) , range(-4 4) || function y = tden(10,x) , range(-4 4) || function y = tden(30,x) , range(-4 4) || function y = normalden(x) , range(-4 4) lw(thick) || , xlabel( , grid) legend(cols(5) label(1 "k=1") label(2 "k=2") label(3 "k=5") label(4 "k=10") label(5 "k=30") label(6 "Gaussienne")) title(PDF Student Distribution) ; #delimit cr Documentation Random Number Generation