I create a sequence of values from -4 to 4, and then calculate both the standard normal PDF and the CDF of each of those values. With these functions, I can do some fun plotting. In the first line, we are calculating the area to the left of 1.96, while in the second line we are calculating the area to the right of 1.96. Note that for all functions, leaving out the mean and standard deviation would result in default values of mean=0 and sd=1, a standard normal distribution.Īnother important note for the pnorn() function is the ability to get the right hand probability using the lower.tail=FALSE option. To start, here is a table with all four normal distribution functions and their purpose, syntax, and an example: They can be difficult to keep straight, so this post will give a succinct overview and show you how they can be useful in your data analysis. It’s just so beautiful! Lately, I have found myself looking up the normal distribution functions in R. The basis of much of statistical inference and how we get those 95% confidence intervals.
