There aren't many times (if any) where screaming anything into a mic will be of any benefit.
So far as the use of "Pan" and "Mayday" are concerned, several folks have in this forum have already addressed the differences of meaning of both terms; all well and good if both the sender (Pilot) and receiver (ATC) have a satisfactory understanding of both those terms, and of English in general.
But, what happens when:
You're operating within China (or Indonesian, Columbo, or any other that may come to mind) and you experience a problem?
In the USA, EU, Canada, etc, you could probably say something to the effect of, "...XXX center, we just lost 3 of 4 generators and need ....whatever assistanc..." and get an appropriate response.
Making such as statement within many ATC areas in the world (China, Indonesia and Vietnam come to mind) will get you a response similar to "...Station calling (wherever) say again your call sign..." ZERO understanding outside of the norm!
In these places, the only statement that they WILL understand is the word "mayday". Even Singapore's ATC - which is supposed to be so "advanced", etc - would not understand anything but a "mayday" or "pan" call.
The bottom line. Don't be afraid to use it (Pan or Mayday) if YOU feel it necessary.