*Foundations of Econometrics, Fall 2015, Prepared by Dr. I-Ming Chiu
*Accompany 367_Handout06.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