{smcl} {* *! version 1.0 28apr2022}{...} {viewerjumpto "Syntax" "examplehelpfile##syntax"}{...} {viewerjumpto "Description" "examplehelpfile##description"}{...} {viewerjumpto "Examples" "examplehelpfile##examples"}{...} {title:Title} {phang} {bf:pdfplot} {hline 2} Plot a Distribution's Probability Density Function {marker syntax}{...} {title:Syntax} {p 8 20 2} {cmdab:pdfplot} {it:dist_name}{cmd:,} {it:params({help numlist:numlist})} [{it:{help twoway_function:range()}}] {pstd} Supported distributions come from the Skewed Generalized t and Generlized Beta of the Second Kind families of distributions, namely: Distribution{space 25}{it:dist_name}{space 6}{it:params} {hline 71} Normal{space 31}normal{space 9}mu, sigma Skewed Normal{space 24}snormal{space 8}mu, sigma, lambda Laplace{space 30}laplace{space 8}mu, sigma Skewed Laplace{space 23}slaplace{space 7}mu, sigma, lambda Generalized Error{space 20}ged{space 12}mu, sigma, p Skewed Generalized Error{space 13}sged{space 11}mu, sigma, p, lambda t{space 36}t{space 14}mu, sigma, q Generalized t{space 24}gt{space 13}mu, sigma, p, q Skewed t{space 29}st{space 13}mu, sigma, q, lambda Skewed Generalized t{space 17}sgt{space 12}mu, sigma, p, q, lambda Lognormal{space 28}lnormal{space 8}mu, sigma Weibull{space 30}weibull{space 8}a, b Gamma{space 32}gamma{space 10}b, p Generalized Gamma{space 20}ggamma{space 9}a, b, p Burr type 3{space 26}br3{space 12}a, b, p Burr type 12{space 25}br12{space 11}a, b, q Generalized Beta of the Second Kind{space 2}gb2{space 12}a, b, p, q {hline 71} {marker description}{...} {title:Description} {pstd} {cmd:pdfplot} is a tool to efficiently plot the PDF of one of the above distributions with chosen parameter values. It uses {help twoway_function} to do so. {cmd:pdfplot} was originally developed as a companion to {cmd:{help gintreg}}, which performs maxiumum likelihood estimation on any of the same set of accepted distributions and is compatible with numerous forms of data, including point, interval, truncated, censored and grouped data. {marker examples}{...} {title:Examples} {pstd}Plotting a Standard Normal PDF{p_end} {phang2}{cmd:. pdfplot normal, params(0 1) range(-4 4)}{p_end} {pstd}Plotting a Generalized Gamma PDF with chosen parameters{p_end} {phang2}{cmd:. pdfplot ggamma, params(10 20 .3) range(0 30)}{p_end} {pstd}Plotting a Skewed Generalized t PDF with an adjusted lambda after estimating with {cmd:gintreg}{p_end} {phang2}{cmd:. webuse intregxmpl}{p_end} {phang2}{cmd:. gintreg wage1 wage2, dist(sgt)}{p_end} {phang2}{cmd:. pdfplot sgt, params(7.423 1.743 1.846 1) range(0 50)}{p_end} {marker author}{...} {title:Author} {phang} Authored by Jacob Triplett at Brigham Young University while working with James B. McDonald to modify the {cmd:gintreg} program. For support contact Jacob at "jacobwtriplett@icloud.com". {p_end} {marker references}{...} {title:References} {phang} McDonald, J. B., Some Generalized Functions for the Size Distribution of Income, Econometrica, 52 (1984), 647-663. {p_end} {phang} McDonald, J. B. and R Michefelder, Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness in Returns, Journal of Mathematical Finance, 7 (2017), 219-237. {p_end} {phang} Theodosssiou, P., Financial Data and the Skewed Generalized t Distribution, Management Science, December 1988, 44(12), 1650-1661.{p_end} {phang} Skewed Generalized t Distribution, Wikipedia, "https://en.wikipedia.org/wiki/Skewed_generalized_t_distribution".{p_end} {phang} Generalized Beta of the Second Kind Distribution, Wikipedia, "https://en.wikipedia.org/wiki/Generalized_beta_distribution#Generalized_beta_of_the_second_kind_(GB2)".{p_end}