Description Usage Arguments Details Value Author(s) See Also Examples

These functions provide the density, distribution function, quantile
function, and random generation for the univariate normal distribution
with mean *mu* and variance *sigma^2*.

1 2 3 4 |

`x, q` |
These are each a vector of quantiles. |

`p` |
This is a vector of probabilities. |

`n` |
This is the number of observations, which must be a positive integer that has length 1. |

`mean` |
This is the mean parameter |

`var` |
This is the variance parameter |

`log, log.p` |
Logical. If |

`lower.tail` |
Logical. If |

Application: Continuous Univariate

Density:

*p(theta) = (1/(sqrt(2*pi*sigma^2))) * exp(-((theta-mu)^2/(2*sigma^2)))*Inventor: Carl Friedrich Gauss or Abraham De Moivre

Notation 1:

*theta ~ N(mu, sigma^2)*Notation 2:

*p(theta) = N(theta | mu, sigma^2)*Parameter 1: mean parameter

*mu*Parameter 2: variance parameter

*sigma^2 > 0*Mean:

*E(theta) = mu*Variance:

*var(theta) = sigma^2*Mode:

*mode(theta) = mu*

The normal distribution, also called the Gaussian distribution and the
Second Law of Laplace, is usually parameterized with mean and variance.
`Base R`

uses the mean and standard deviation. These functions
provide the variance parameterization for convenience and familiarity.
For example, it is easier to code `dnormv(1,1,1000)`

than
`dnorm(1,1,sqrt(1000))`

.

Some authors attribute credit for the normal distribution to Abraham de Moivre in 1738. In 1809, Carl Friedrich Gauss published his monograph “Theoria motus corporum coelestium in sectionibus conicis solem ambientium”, in which he introduced the method of least squares, method of maximum likelihood, and normal distribution, among many other innovations.

Gauss, himself, characterized this distribution according to mean and precision, though his definition of precision differed from the modern one.

Although the normal distribution is very common, it often does not fit data as well as more robust alternatives with fatter tails, such as the Laplace or Student t distribution.

A flat distribution is obtained in the limit as
*sigma^2 -> infinity*.

For models where the dependent variable, y, is specified to be
normally distributed given the model, the Jarque-Bera test (see
`plot.demonoid.ppc`

or `plot.laplace.ppc`

) may
be used to test the residuals.

These functions are similar to those in `base R`

.

`dnormv`

gives the density,
`pnormv`

gives the distribution function,
`qnormv`

gives the quantile function, and
`rnormv`

generates random deviates.

Statisticat, LLC. [email protected]

`dlaplace`

,
`dnorm`

,
`dnormp`

,
`dst`

,
`dt`

,
`plot.demonoid.ppc`

, and
`plot.laplace.ppc`

.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ```
library(LaplacesDemon)
x <- dnormv(1,0,1)
x <- pnormv(1,0,1)
x <- qnormv(0.5,0,1)
x <- rnormv(100,0,1)
#Plot Probability Functions
x <- seq(from=-5, to=5, by=0.1)
plot(x, dnormv(x,0,0.5), ylim=c(0,1), type="l", main="Probability Function",
ylab="density", col="red")
lines(x, dnormv(x,0,1), type="l", col="green")
lines(x, dnormv(x,0,5), type="l", col="blue")
legend(2, 0.9, expression(paste(mu==0, ", ", sigma^2==0.5),
paste(mu==0, ", ", sigma^2==1), paste(mu==0, ", ", sigma^2==5)),
lty=c(1,1,1), col=c("red","green","blue"))
``` |

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