B Using R with distributions
In R, standard distributions have four associated functions:
- Computing the probability function: All begin with
p(such aspnorm()for the normal distribution). - Computing the distribution function: All begin with
d(such asdnorm()). - Computing the quantile function: All begin with
q(such asqnorm()). - Generating random numbers: All begin with
r(such asrnorm()).
For example, the fours function above are called, for the normal distribution (denoted norm in R):
B.1 Univariate distributions
Common parameters:
-
x: Values where to evaluate the probability function -
q: Quantiles -
p: Probabilities -
n: The number of random observations to generate
Most distributions have other parameters also; check the help (e.g., ?punif).
| Distribution | Probability function | Distribution function | Quantile function | Random numbers |
|---|---|---|---|---|
| Discrete uniform | sample() |
|||
| Binomial | dbinom() |
pbinom() |
qbinom() |
rbinom(n, ) |
| Poisson | dpois() |
ppois() |
qpois() |
rpois(n, ) |
| Geometric | dgeom() |
pgeom() |
qgeom() |
rgeom(n, ) |
| Negative binomial | dnbinom() |
pnbinom() |
qnbinom() |
rnbinom(n, ) |
| Continuous uniform | dunif() |
punif() |
qunif() |
runif(n, ) |
| Normal | dunif() |
punif() |
qunif() |
runif(n, ) |
| Gamma | dgamma() |
pgammma() |
qgamma() |
rgamma(n, ) |
| \(t\) | dt() |
pt() |
qt() |
rt(n, ) |
| \(\chi\)-squared | dchisq() |
pchisq() |
qchisq() |
rchisq(n, ) |
| \(F\) | df() |
pf() |
qf() |
rf(n, ) |