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st: RE: Probability distributions


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Probability distributions
Date   Tue, 5 Dec 2006 13:14:35 -0000

Much hinges on whether your i.e. should really be e.g. 

But with regard to the distributions mentioned, three
comments: 

1. Beta is usually defined for bounded intervals and gamma
and Weibull for half the real line. In broad
terms, if beta is a candidate for your data, then gamma
or Weibull will not be, and vice versa. 

2. Fitting programs and quantile-quantile plots for
beta, gamma, and Weibull have been available on SSC 
for some years, as -findit- will indicate. 

Here are pertinent packages that I know about 
on SSC, acknowledging the work of Maarten Buis
and Stephen Jenkins. I mention a few other distributions, 
and the list is certainly not complete. 

    betafit             beta distribution            
    pbeta 
    qbeta 
    dirifit             Dirichlet distribution 
    pexp                exponential distribution 
    qexp 
    gammafit            gamma distribution
    pgamma
    qgamma 
    gumbelfit           Gumbel distribution
    pgumbel
    qgumbel 
    pweibull            Weibull distribution 
    qweibull

3. Another approach is density probability plotting
as discussed in 

SJ-5-2  gr0012  . . . . . . . . . .  Speaking Stata: Density probability plots
        Q2/05   SJ 5(2):259--273
        discusses use of density probability plots for determining
        the density function of a continuous variable, given a data
        sample; compares density probability plots with histograms,
        kernel density estimation, and quantile--quantile plots

-dpplot- is on SSC. 


Nick 
[email protected] 

Arantxa Roca-Feltrer
 
> I am trying to check which distribution (i.e. gamma, Weibull, beta)
> better fits my data, but not sure how to do it in Stata. Is there a
> quick (graphical?) way of fitting any of these distributions to my
> data???

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