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R Session - Note3

This document introduces several probability distributions in R including the normal, Student's t, chi-squared, and F distributions. It provides examples of how to calculate probabilities, probability density functions, cumulative distribution functions, quantiles, and generate random values for each distribution using functions like dnorm(), pnorm(), qnorm(), and rnorm() in R. The document also compares the Student's t distribution for different degrees of freedom to the standard normal and provides exercises to practice calculating probabilities and quantiles for each distribution.

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23 views4 pages

R Session - Note3

This document introduces several probability distributions in R including the normal, Student's t, chi-squared, and F distributions. It provides examples of how to calculate probabilities, probability density functions, cumulative distribution functions, quantiles, and generate random values for each distribution using functions like dnorm(), pnorm(), qnorm(), and rnorm() in R. The document also compares the Student's t distribution for different degrees of freedom to the standard normal and provides exercises to practice calculating probabilities and quantiles for each distribution.

Uploaded by

azmina rahaman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Note # 3

Objectives:

1. To introduce a number of probability distributions in R


2. To calculate probability in various probability distribution using R

Task # 1

In class we learnt about PDF and CDF

> help (Distributions) # list all available distributions in R

We will discuss: normal(norm), Student-t (t), Khi-Kuasa dua(chisq), F(f)

Four useful commands in R

Normal Distribution

> dnorm() # gives PDF

> pnorm() # gives CDF

> qnorm() # gives standard normal variate Z or ordinary normal X given a


probability

> rnorm() # general normally distributed random numbers

Example:

> dnorm(0)
[1] 0.3989423

The height of pdf at z=0 is 0.3989423.

> z=seq(-3,3,by=0.05) # gives z values from -3.0 to 3.0 with 0.05 increment

> y=dnorm(z) # gives heights of z values from -3.0 to 3.

> plot(z,y) # plotting z vs. y.

>pnorm(Z) # gives CDF

> args(pnorm) # gives you syntax on how to use this function


> args(pnorm)
function (q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

lower.tail = TRUE mean the probability is summed from left of Z whereas


lower.tail = FALSE means probability is summed from right of Z.

Try to get these values:

i) p(-∞ < z <=0)


ii) p(+∞ > z >=0)
iii) p(z < = 0.5)
iv) p( z > = 0.5)
v) p ( X > 3.5) if X ~ N(3, 1.5) (use two methods 1) directly using
pnorm() of non-standard normal and pnorm() of standard normal)

vi) p( >= 4.5 ) if a sample of size n=15 is taken from a population


of N(5, 1.5) (use two methods 1) directly using pnorm() of non-
standard normal and pnorm() of standard normal)

> qnorm(0.5) # gives Zo so that p(-∞ < z < Zo) =0.5. In this case Zo=0.
[1] 0

> qnorm(0.75) # 3 rd quantile

> qnorm(0.25) # 1st quantile

Try to get values of Zo or Xo from:

i) p( - ∞ < z < Zo)=0.7


ii) p( Zo < z < +∞ ) = 0.42
iii) p (- ∞ < X < Xo)=0.7 jika X ~ N(3, 1.5)

vii) p( >= Xo)= 0.75 if a sample of size n=15 is taken from N(5, 1.5)
(use two methods 1) directly using pnorm() of non-standard
normal and pnorm() of standard normal)

> zsample=rnorm(100) # generate random sample of saiz 100 from standard


normal
> hist(zsample) # plot the histogram

> xsample=rnorm(100, mean=5, sd=1.5) # generate random sample of size n=


100 from normal distribution of mean=5 and std=1.5)

> hist(xsample) # historgram a sample from normal distribution of mean=5 dan


sd=1.5
Student t Distribution

> dt(0,df=3) # PDF of t-dist with df=3

Compe t-distribution with different values of df e.g. df=10, 20, 50, 100 and
standard normal

> x=seq(-5,5,by=0.1) # generate values [-5:-1:5]


> y=dt(x,df=3) # PDF for t with df=3
> y1= dt(x,df=10)
> y2= dt(x,df=20)
> y3= dt(x,df=50)
> y4= dt(x,df=100)
> y5= dnorm(x)

> plot(x,y);lines(x,y) # plot x vs y and plot a line.

> lines(x,y1,col=’red’) # plot values of x vs y1 in same plot with red line


> lines(x,y2,col='green')
> lines(x,y3,col='blue')
> lines(x,y4,col='yellow')
> lines(x,y5,col='magenta')

Compares those different t-distribution and also with standard normal.

> pt(0,df=3) # CDF

> pt(0, df=3, lower.tail=TRUE)

> pt(0.5, df=3, lower.tail=TRUE)

Find these values:

i) p(-∞ < t <=0) for t(df=10)


ii) p(+∞ > t >=0) for t(df=10)
iii) p(t < = 0.5), for t(df=10)
iv) p( t > = 0.5), for t(df=10)
v) p ( X > 3.5) if X ~ N(3, σ 2), a sample of n= 20 taken with sample
variance of s2=1.2325

> qt(0.5, df=3) # What is the value of this?

> qt(0.25, df=3)

> qt (0.75, df=3)


> r=rt(100,df=20) # what is the value of this?

> hist(r)

Students can try chisq and f distribution.

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