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**Basic Probability Distributions
**

Contents

The Normal Distribution

The t Distribution

The Binomial Distribution

The Chi-Squared Distribution

**We look at some of the basic operations associated with probability distributions.
**

There are a large number of probability distributions available, but we only look at a

few. If you would like to know what distributions are available you can do a search

using the command help.search(“distribution”).

**Here we give details about the commands associated with the normal distribution
**

and briefly mention the commands for other distributions. The functions for different

distributions are very similar where the differences are noted below.

**For this chapter it is assumed that you know how to enter data which is covered in
**

the previous chapters.

**To get a full list of the distributions available in R you can use the following
**

command:

help(Distributions)

For every distribution there are four commands. The commands for each distribution

are prepended with a letter to indicate the functionality:

“d

returns the height of the probability density function

”

“p

returns the cumulative density function

”

**“q returns the inverse cumulative density function
**

” (quantiles)

“r” returns randomly generated numbers

4.1. The Normal Distribution

seq(-20.5.” It accepts the same options as dnorm: > pnorm(0) [1] 0.mean=2.03682701 >v <.tail=FALSE) [1] 0. though: > dnorm(0) [1] 0.1.pnorm(x) > plot(x.c(0. You can get a full list of them and their options using the help command: > help(Normal) The first function we look at it is dnorm.sd=4) > plot(x.sd=0.There are four functions that can be used to generate the values associated with the normal distribution.tail=FALSE) [1] 0.by=.1) > plot(x.5 > pnorm(1) [1] 0.3989423 > dnorm(0)*sqrt(2*pi) [1] 1 > dnorm(0.by=.24197072 0.tail option: > pnorm(0.mean=4.02275013 > pnorm(0.20.2) > pnorm(v) [1] 0.2524925 > v <.y) If you wish to find the probability that a number is larger than the given number you can use the lower.5000000 0.0001338302 > dnorm(0.20. Given a set of values it returns the height of the probability distribution at each point.sd=3) [1] 0.1) > y <.lower.pnorm(x.mean=3.8413447 > pnorm(0.1) > y <.dnorm(x.c(0.seq(-20.2) > dnorm(v) [1] 0.5 > pnorm(1. This function also goes by the rather ominous title of the “Cumulative Distribution Function.39894228 0. If you only give the points it assumes you want to use a mean of zero and standard deviation of one.mean=4) [1] 0.y) > y <.05399097 > x <.1586553 .mean=2) [1] 0.sd=10) [1] 0.9772499 > x <.dnorm(x) > plot(x.mean=2.y) > y <.1.lower. Given a number or a list it computes the probability that a normally distributed random number will be less than that number. There are options to use different values for the mean and standard deviation.y) The second function we examine is pnorm.8413447 0.

333) [1] -0.sd=4) [1] 2 > qnorm(0. and it returns the number whose cumulative distribution matches the probability.sd=3) [1] -1.sd=2) [1] 6.5.333.tail=FALSE) [1] 0. The idea behind qnorm is that you give it a probability.> pnorm(0.rnorm(200) > hist(y) > y <.by=.2387271 -0.lower.seq(0.mean=3.601933 > rnorm(4.mean=5.sd=2) [1] 1 > qnorm(0. if you have a normally distributed random variable with mean zero and standard deviation one.y) > y <.mean=3.mean=3. For example.3.mean=2.5.714180 10.5. The argument that you give it is the number of random numbers that you want.sd=2) [1] 2 > qnorm(0.sd=2) [1] 0.rnorm(200.032021 3.5) [1] 0 > qnorm(0.2323259 -1.756097 6.580556 2.974903 4.qnorm(x.y) > y <.6744898 > x <.2003081 -1.qnorm(x) > plot(x.2815516 -0. and it has optional arguments to specify the mean and standard deviation: > rnorm(4) [1] 1.1.mean=3) [1] 2.y) The last function we examine is the rnorm function which can generate random numbers whose distribution is normal.mean=2.mean=-2.mean=1) [1] 1 > qnorm(0.1) > plot(x.9772499 The next function we look at is qnorm which is the inverse of pnorm.rnorm(200.0.5.4316442 > qnorm(0.1.5244005 0.sd=4) > hist(y) > qqnorm(y) > qqline(y) .05) > y <.6510205 > qnorm(0.mean=-2) > hist(y) > y <.75.sd=3) [1] 3.34898 > v = c(0.mean=2.000852 3.294933 > qnorm(0.25.mean=2.038861 2.6718483 > rnorm(4.295667 > y <. then if you give the function a probability it returns the associated Z-score: > qnorm(0.0.75) > qnorm(v) [1] -1.395894 > rnorm(4.sd=0.617486 2.qnorm(x.633080 3.mean=1.sd=3) [1] 4.mean=3.sd=2) > plot(x.

. and the names of the commands are dt.df=20) [1] -1.-1) > pt((mean(x)-2)/sd(x).05.df=20) [1] 1.y) Next we have the cumulative probability distribution function: > pt(-3.2.9933282 > 1-pt(3..-4.df=25) [1] -2.595401 -1.724718 > v <.95.05.by=.df=10) [1] -1. You can get a full list of them and their options using the help command: > help(TDist) These commands work just like the commands for the normal distribution.5) > y <.dt(x.c(0.df=50) > plot(x.787436 -2. The commands follow the same kind of naming convention.059539 -1. A few examples are given below to show how to use the different commands.dt(x.df=10) [1] 1.df=20) [1] 0.724718 > qt(0.df=10) [1] 0.df=10) [1] 0. The t Distribution There are four functions that can be used to generate the values associated with the t distribution.006671828 > pt(3.650899 > qt(v.df=20) [1] 0.df=10) [1] 0.05) > qt(v. One difference is that the commands assume that the values are normalized to mean zero and standard deviation one. The other difference is that you have to specify the number of degrees of freedom.812461 > qt(0.708141 .005.df=40) [1] 0.df=253) [1] -2.y) > y <.969385 -1.4. dt: > x <. so you have to use a little algebra to use these functions in practice.025.df=10) > plot(x.-2. qt.812461 > qt(0.95.001165548 > pt((mean(x)-2)/sd(x). First we have the distribution function.000603064 Next we have the inverse cumulative probability distribution function: > qt(0.996462 > x = c(-3.seq(-20. pt.006671828 > pt(3.20. and rt.

A few examples are given below to show how to use the different commands.5 > pbinom(26.955658e-33 Next we have the inverse cumulative probability distribution function: > qbinom(0.0.0.4438624 > pbinom(25.51.0.1734365 0.51.5) [1] 0.5.50.0.0. qbinom.Finally random numbers can be generated according to the t distribution: > rt(3. and rbinom.y) Next we have the cumulative probability distribution function: > pbinom(24.df=10) [1] 0.50.0.5) [1] 0.5) [1] 0. You can get a full list of them and their options using the help command: > help(Binomial) These commands work just like the commands for the normal distribution. pbinom.5561376 > pbinom(25.df=20) [1] 0.6) > plot(x.5561376 > pbinom(25.50.100.dbinom(x.4759780 -1. First we have the distribution function.dbinom(x.df=20) [1] 0.y) > y <.by=1) > y <.25) [1] 0.50.51.0.9440930 2. The binomial distribution requires two extra parameters. The commands follow the same kind of naming convention.0.50.50.999962 > pbinom(25.y) > x <.1/2) .dbinom(x. and the names of the commands are dbinom. The Binomial Distribution There are four functions that can be used to generate the values associated with the binomial distribution.5) [1] 0.by=1) > y <.8023832 -0.25) [1] 4.610116 > pbinom(25.5) [1] 0.3.seq(0.0546125 4.50.2) > plot(x.500.4682198 0. the number of trials and the probability of success for a single trial.0.6785262 > rt(3.0715013 > rt(3. dbinom: > x <.seq(0.0.6) > plot(x.1043300 -1.100.

You can get a full list of them and their options using the help command: > help(Chisquare) These commands work just like the commands for the normal distribution.51..102488e-03 Next we have the inverse cumulative probability distribution function: > qchisq(0.[1] 25 > qbinom(0.4. The commands follow the same kind of naming convention.df=10) > plot(x.4.981424 > pchisq(3. The other difference is that you have to specify the number of degrees of freedom.2879247 > pbinom(22.01857594 > 1-pchisq(3.5.df=20) [1] 4.773521e-04 1.2) [1] 30 23 21 19 18 > rbinom(5.seq(-20.df=12) > plot(x.003659847 > pchisq(3.7) [1] 66 66 58 68 63 4.100.1/2) [1] 0..51.05. dchisq: > x <.by=.5) > y <. The first difference is that it is assumed that you have normalized the value so no mean can be specified. pchisq.51.20. The Chi-Squared Distribution There are four functions that can be used to generate the values associated with the Chi-Squared distribution.649808e-05 2.25.114255e-07 4.1/2) [1] 0.dchisq(x. A few examples are given below to show how to use the different commands. and the names of the commands are dchisq. qchisq.df=20) [1] 1.100. First we have the distribution function.df=10) [1] 3.df=10) [1] 0.097501e-06 > x = c(2.dchisq(x.y) Next we have the cumulative probability distribution function: > pchisq(2.1/2) [1] 23 > pbinom(23.6) > pchisq(x. and rchisq.200531 Finally random numbers can be generated according to the binomial distribution: > rbinom(5.df=10) [1] 0.y) > y <.df=10) [1] 0.940299 .

05.df=253) [1] 198..95.025.df=25) [1] 10.86907 24..61141 Finally random numbers can be generated according to the Chi-Squared distribution: > rchisq(3.41043 > v <.1713 > qchisq(v.591936 17.df=10) [1] 18.80075 20.8355 217.39099 > rchisq(3.df=20) [1] 31.005.11972 14.df=20) [1] 11.95.85081 > qchisq(0.19279 23.df=10) [1] 16.df=20) [1] 17.81251 .> qchisq(0.df=20) [1] 10.838878 8.51965 13.05) > qchisq(v.30704 > qchisq(0.28412 12.8161 210.486372 > rchisq(3.c(0.

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