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help for pinvgauss
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Probability plot for data versus fitted inverse Gaussian distribution

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

where graph_options are

fweights and aweights are allowed; see help weights.

Description

pinvgauss produces a probability plot for varname compared with a
two-parameter inverse Gaussian distribution with probability density
function variable x > 0, location parameter m > 0 and scale parameter l >
0 of (l / 2 pi x^3)^(1/2) exp((-l (x - m)^2 / 2 m^2 x)).  By default,
maximum likelihood estimation is carried out, using invgausscf, which
should be installed separately.

Remarks

In the majority of cases, pinvgauss will be used to fit an inverse
Gaussian distribution on the fly and to assess that fit. In some cases,
it may be of interest to compare data with a inverse Gaussian
distribution with known or hypothesised parameters, 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.

Options

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

param() may be used to supply parameter values (namely, location and
scale parameters) directly for use in estimation of fitted quantiles.
m and l should be provided as separate values in precisely that
order.

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
inverse Gaussian probabilities and the second to hold empirical
probabilities.

scatter_options, and twoway_options.

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

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).

Examples

. pinvgauss spacing

. pinvgauss spacing, param(20 3)

. pinvgauss spacing, gen(spacing_gam spacing_emp)

Author

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

References

Evans, M., Hastings, N. and Peacock, B. 2000. Statistical distributions.
New York: John Wiley.

Johnson, N.L., Kotz, S. and Balakrishnan, N. 1994.  Continuous univariate
distributions: Volume 1. New York: John Wiley.

Also see

Online:  help for invgausscf, invgaussfit (if installed), qinvgauss (if
installed), graph, diagplots

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