Theoretical Standard Normal Cumulative Distribution in Stata

[Harrison Kelly]

Hello everyone, I am looking to compare an empirical standard normal cumulative distribution that I have already with a theoretical standard normal cumulative distribution to take the sum of squared differences to demonstrate the law of large numbers as n grows towards infinity. In stata, I'm not sure how to produce a "theoretical" CDF, is anyone else aware of how I might go about it?

[Carlo Lazzaro]

Harrison:
what follows should do the trick:

. set obs 100

. corr2data Alfa, means(0) sds(1)

. g wanted=normal( Alfa)

. twoway (line wanted Alfa, sort)

.