Normal

0th

Percentile

The Normal Distribution

Density, distribution function, quantile function and random generation for the normal distribution with mean equal to mean and standard deviation equal to sd.

Keywords
distribution
Usage
dnorm(x, mean = 0, sd = 1, log = FALSE)
pnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)
qnorm(p, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)
rnorm(n, mean = 0, sd = 1)
Arguments
x, q

vector of quantiles.

p

vector of probabilities.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

mean

vector of means.

sd

vector of standard deviations.

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are $P[X \le x]$ otherwise, $P[X > x]$.

Details

If mean or sd are not specified they assume the default values of 0 and 1, respectively.

The normal distribution has density $$f(x) = \frac{1}{\sqrt{2\pi}\sigma} e^{-(x-\mu)^2/2\sigma^2}$$ where $\mu$ is the mean of the distribution and $\sigma$ the standard deviation.

Value

dnorm gives the density, pnorm gives the distribution function, qnorm gives the quantile function, and rnorm generates random deviates.

The length of the result is determined by n for rnorm, and is the maximum of the lengths of the numerical arguments for the other functions.

The numerical arguments other than n are recycled to the length of the result. Only the first elements of the logical arguments are used.

For sd = 0 this gives the limit as sd decreases to 0, a point mass at mu. sd < 0 is an error and returns NaN.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 1, chapter 13. Wiley, New York.

Distributions for other standard distributions, including dlnorm for the Lognormal distribution.

• Normal
• dnorm
• pnorm
• qnorm
• rnorm
Examples
library(stats) # NOT RUN { require(graphics) dnorm(0) == 1/sqrt(2*pi) dnorm(1) == exp(-1/2)/sqrt(2*pi) dnorm(1) == 1/sqrt(2*pi*exp(1)) ## Using "log = TRUE" for an extended range : par(mfrow = c(2,1)) plot(function(x) dnorm(x, log = TRUE), -60, 50, main = "log { Normal density }") curve(log(dnorm(x)), add = TRUE, col = "red", lwd = 2) mtext("dnorm(x, log=TRUE)", adj = 0) mtext("log(dnorm(x))", col = "red", adj = 1) plot(function(x) pnorm(x, log.p = TRUE), -50, 10, main = "log { Normal Cumulative }") curve(log(pnorm(x)), add = TRUE, col = "red", lwd = 2) mtext("pnorm(x, log=TRUE)", adj = 0) mtext("log(pnorm(x))", col = "red", adj = 1) ## if you want the so-called 'error function' erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1 ## (see Abramowitz and Stegun 29.2.29) ## and the so-called 'complementary error function' erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE) ## and the inverses erfinv <- function (x) qnorm((1 + x)/2)/sqrt(2) erfcinv <- function (x) qnorm(x/2, lower = FALSE)/sqrt(2) # }
Documentation reproduced from package stats, version 3.6.0, License: Part of R 3.6.0

Community examples

lifesonk@gmail.com at Mar 20, 2019 stats v3.5.3

lifesonk@gmail.com at Mar 20, 2019 stats v3.5.3

lifesonk@gmail.com at Mar 20, 2019 stats v3.5.3