help for pexp

Probability plot for data versus fitted exponential distribution

pexp varname [if exp] [in range] [weight] [, grid param(#) show(condition) generate(newvar1 newvar2) graph_options ]

where graph_options are

rlopts(cline_options) plot(plot) scatter_options twoway_options

fweights, aweights and iweights are allowed; see help weights.


pexp produces a probability plot for varname compared with a one-parameter exponential distribution with probability density function for variable x of (1/m) exp(-x/m). The parameter m is by default calculated as the mean of the data specified.


In the majority of cases, pexp will be used to fit an exponential distribution on the fly and to assess that fit. In some cases, it may be of interest to compare data with an exponential distribution with a known or hypothesised mean, which may be specified using the param() option. In all cases it is important not only to specify any if or in restrictions, but also to specify relevant weights, which will (unless constant) affect the configuration of the plot.


grid is equivalent to yla(0(.25)1, grid) xla(0(.25)1, grid).

param() may be used to supply a parameter value (namely, the mean) directly for use in estimation of fitted quantiles.

show() may be used to specify that you wish to restrict the graph according to some condition, say looking at one tail of the distribution only. Note that if and in should not be used for this purpose.

generate() specifies the names of two new variables, the first to hold exponential probabilities and the second to hold empirical probabilities.

graph_options are rlopts(cline_options), plot(plot), scatter_options, and twoway_options

rlopts(cline_options) affect the rendition of the reference line; see help cline_options.

plot(plot) provides a way to add other plots to the generated graph; see help plot_option.

scatter_options affect the rendition of the plotted points; see help scatter.

twoway_options are any of the options documented in help twoway_options excluding by(). These include options for titling the graph (see help title_options) and options for saving the graph to disk (see help saving_option).


. pexp spacing

. pexp spacing, param(20)

. pexp spacing, gen(spacing_exp spacing_emp)


Nicholas J. Cox, University of Durham, U.K. n.j.cox@durham.ac.uk

Also see