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367_HD06

*Foundations of Econometrics, Fall 2015, Prepared by Dr. I-Ming Chiu
*Accompany 367_Handout6.pdf

 

*Normal, Chisquare, t, and F Distribution
clear
*inv (Percentile) + functionsymbol (CDF) + den (PDF)
display 1 – normal(1)
display chi2(5, 8) – chi2(5, 2)
display invchi2(3, 0.95)
display 1 – F(2, 27, 2.5)
*use invF for inverse of F
display t(14, -1.5)


twoway function y=normalden(x), range(-4 4) xtitle(“x”) ///
ytitle(“Density”) title(“Standard Normal Distribution”)

twoway function y=chi2den(3, x), range(0 10) xtitle(“x”) ///
ytitle(“Density”) title(“Chisquare Distribution”)

twoway function y=tden(10, x), range(-4 4) xtitle(“x”) ///
ytitle(“Density”) title(“t Distribution”)

#delimit;
twoway (function y=Fden(5, 10, x), range(0 10))
             (function y=Fden(10, 3, x), range(0 10)),
 title(“F Distribution”)
 ytitle(“Density”)
 xtitle(“x”)
 xscale(lw(medthick)) yscale(lw(medthick))
 legend(off);
#delimit cr