[R] ECDF, distribution of Pareto, distribution of Normal

livia yn19832 at msn.com
Tue Jul 10 18:35:04 CEST 2007

Hello all,

I would like to plot the emperical CDF, normal CDF and pareto CDF in the
same graph and I amusing the following codes. "z" is a vector and I just
need the part when z between 1.6 and 3.

plot(ecdf(z), do.points=FALSE, verticals=TRUE,
xlim=c(1.6,3),ylim=c(1-sum(z>1.6)/length(z), 1))

x <- seq(1.6, 3, 0.1)
lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red")

y <- seq(1.6, 3, 0.1)
lines(y,pnorm(y, mean(z),sqrt(var(z))), col="blue")

The emperical CDF and normal CDF look rather resonable, but the pareto CDF
looks quite odd. I am not sure whether I plot the pareto CDF correctly e.g.
in the right yaxs or any other mistake?

At the same time, let "t" represents the vector whose values are larger than
1.6(the part we want). If I implement the following codes and plot the
emperical CDF and pareto CDF, the pareto CDF seems fit.

plot(ecdf(t), do.points=FALSE, verticals=TRUE)
x <- seq(1.6, 3, 0.1)
lines(x,pgpd(x, 1.544,0.4373,-0.2398), col="red")

Could anyone give me some advice on this? Many thanks.
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