Review the Normal Distribution
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# A quick review of using pnorm and qnorm
#
# For a Standard Normal distribution, N(0,1)
#
# find P(X<1.34)
pnorm( 1.34 )
# find P( X > 1.34)
1 - pnorm( 1.34 ) # first way to do this
pnorm( 1.34, lower.tail=FALSE)
#
# find P( -0.43 < X < 1.73 )
pnorm( 1.73 ) - pnorm( -0.43 )
#
# find P( X < -0.75 or X > 1.14 )
# first way
pnorm( -0.75 ) + ( 1 - pnorm(1.14))
# second way
pnorm( -0.75 ) + pnorm(1.14, lower.tail=FALSE)
# third way
1 - ( pnorm(1.14)-pnorm( -0.75) )
#
# find the value of x such that
# P( X < x ) = 0.23
qnorm( 0.23 )
# find the value of x such that
# P( X > x ) = 0.23
qnorm( 1 - 0.23 ) # first way
qnorm( 0.23, lower.tail=FALSE) # second way
# there is another type of problem that we can
# do because the normal distribution is symmetric.
# find x such that
# P( -x < X < x ) = 0.58
# we can find -x by
qnorm( (1 - 0.58)/2)
# we can find x by
qnorm( 0.21, lower.tail= FALSE)
# or
qnorm( 0.79 )
#
# or find x such that
# P( X <-x or X>x ) = 0.075
# Because we have a symmetric distribution we
# also know that this means
# that P( X < -x ) = 0.075/2 = 0.0375
qnorm( 0.0375 ) # which gives the value for -x
# or we could do
qnorm(0.0375, lower.tail=FALSE) # to get x
######################################################
# Now, let us try some for non-standard #
# normal distributions. We will do each #
# problem twice, once converting to the #
# problem to a standard normal, and then the #
# second time using the extra parameters of the #
# pnorm and qnorm functions #
######################################################
#
# For a normal population with mean=54.3 and
# standard deviation 12.7, i.e., N(54.3,12.7)
# find P( X < 63 )?
# Convert to a z-score
z <- (63 - 54.3)/ 12.7
z
# then use pnorm
pnorm( z )
#
# or, just use the expanded pnorm command
pnorm( 63, mean=54.3, sd=12.7)
#######################
# for a N(74.2, 6.54) population find
# P( X > 68)
#
# convert to z-score
z <- (68 - 74.2)/12.7
z
# use pnorm
1 - pnorm( z ) # looking to the left,
# or
pnorm( z, lower.tail = FALSE) # looking to the right
# or use the expanded pnorm function
1 - pnorm( 68, mean=74.2, sd=12.7 ) # looking left
# or
pnorm( 68, mean=74.2, sd=12.7, lower.tail=FALSE ) # looking right
#
########################
# for a N(3.2, 0.73) distribution
# find P( 2.8 < X < 3.6 )
#
# convert both values to z-scores
z_left <- (2.8 - 3.2)/ 0.73
z_left
z_right <- ( 3.6 - 3.2 )/ 0.73
z_right
# use the pnorm functions
pnorm( z_right ) - pnorm( z_left )
#
# or use the expanded pnorm function
pnorm( 3.6, mean=3.2, sd=0.73) -
pnorm( 2.8, mean=3.2, sd=0.73)
#########################
# For a N( 153, 14 ) distribution find
# P( X < 140 or X > 170)
#
# convert both values to z-scores
z_left <- ( 140 - 153 ) / 14
z_left
z_right <- ( 170 - 153 ) / 14
z_right
# use pnorm
pnorm( z_left) + (1-pnorm( z_right) )
# or we coud do that as
pnorm( z_left ) + pnorm( z_right, lower.tail=FALSE)
#
# or we could use the expanded pnorm funtion
pnorm( 140, mean=153, sd=14) +
( 1 - pnorm( 170, mean=153, sd=14))
# which we could have done as
pnorm( 140, mean=153, sd=14) +
pnorm( 170, mean=153, sd=14, lower.tail=FALSE)
#
################### qnorm
#
# for a N(13.2,8.4) distribution
# find the value of x such that
# P( X < x ) is 0.315
# for a N(0,1) the z value would be
z <- qnorm( 0.315 )
z
# so we convert that to our N(13.2,8.4)
# via
x <- z*8.4 + 13.2
x
#
# or we could use the expanded qnorm function
qnorm( 0.315, mean=13.2, sd=8.4 )
################################
# for a N(4.3, 8.2) distribution
# find the value of x such that
# P( X > x ) = 0.29
# for a N(0,1) the z value would be
z1 <- qnorm( 1 - 0.29 )
z1
# which we could have found by
z2 <- qnorm( 0.29, lower.tail=FALSE)
z2
# and then we need to move that value back
# to our N( 4.3, 8.2)
x <- z1*8.2 + 4.3
x
#
# or we could use the expanded qnorm as
qnorm( 1-0.29, mean=4.3, sd=8.2)
# or as
qnorm( 0.29, mean=4.3, sd=8.2, lower.tail=FALSE)