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Using R To Plot The Probability Density Function

The document discusses how to plot probability density functions (PDFs) in R. It explains what a PDF is and some of its key properties. It then demonstrates how to use built-in R functions to plot common distributions like the normal, uniform, exponential and gamma distributions by passing a vector to the associated density functions.

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17 views3 pages

Using R To Plot The Probability Density Function

The document discusses how to plot probability density functions (PDFs) in R. It explains what a PDF is and some of its key properties. It then demonstrates how to use built-in R functions to plot common distributions like the normal, uniform, exponential and gamma distributions by passing a vector to the associated density functions.

Uploaded by

vikramraja.r.104
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Using R to plot the probability density function (PDF)

In probability theory, a probability density function (PDF) or density of a


continuous random variable (which takes on a numerous infinite number of
possible values) is defined as a function which indicates the relative
likelihood for this random variable to take on a given value. That means if we
are interested in knowing the probability that X falls in some interval (a, b) of
a given set of values, we will need to find P(a<X<b). In other words, the
probability of the random variable falling within a particular range of values
is given by the integral of this variable’s density over that range, i.e. it is
given by the area under the density function, being above the horizontal axis
and between the lowest and greatest values of the range.

The probability density function f(x) of a continuous random variable X with a


supporting base B therefore has the following properties:

a. f(x) is positive everywhere in the supporting base B, that is f(x)>0 for all x
in B

b. The area under the curve f(x) in the base support B is 1, i.e. ∫ b. f ( x)dx = 1
c. If f(x) is the PDF of x, then the probability that x belongs to A, where A is
some interval within the range, is given by the integral of f(x) over that
interval, i.e.

P ( X ∈ A) = ∫ A. f ( x) dx

Now, let’s see how we can use R language to plot a density function

Define a vector x over the domain. We can then apply the distribution’s
density function to x and then plot the result. The code sniper plots the
standard normal distribution:

> x<-seq(from=-3,to=+3,length.out=100)
> plot(x,dnorm(x))
>

1
Whilst,

> x<-seq(from=-3,to=+3,length.out=1000)
> plot(x,dnorm(x))
>

It is noted that all the R built-in probability distributions include a density


function. For a particular density, the function name is “d” prepended to the
density name. For example, the density function for the normal distribution
is dnorm, the density for the gamma distribution is dgamma, and so forth.

If the first argument of the density function is a vector, then the function
calculates the density at each point and returns the vector of densities.

The following code creates a 2 x 2 plot of four densities as shown in the


figures on page 3:

x<-seq(from=-3,to=+3,length.out=1000)
> plot(x,dnorm(x))
>
> x<-seq(from=0,to=6,length.out=100) # Define the density domain
> ylim<-c(0,0.6)
>
> par(mfrow=c(2,2)) # Create a 2x2 plotting area
>
> plot(x,dunif(x,min=2,max=4),main="Uniform",type="l",ylim=ylim) #Plot a uniform density
>
> plot(x,dnorm(x,mean=3,sd=1),main="Normal",type="l",ylim=ylim) #Plot a Normal density
>
>plot(x,dexp(x,rate=1/2),main="Exponential",type="l",ylim=ylim) #Plot an Exponential density
>
> plot(x,dgamma(x,shape=2,rate=1),main="Gamma",type="l",ylim=ylim) #Plot a Gamma
density
>

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3

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