Experimenting with R

Generate random samples from a pdf or a pmf

Here is a sample program for generating random samples of size 100 from a normal distribution with mean 0 and variance=4.

y <- rnorm(mean=0,sd=2,n=100)

A few procedures can produce summary"statistics, 5-points summary, stem-and-leaf plot and histograms.

summary(y)
fivenum(y)
stem(y)
hist(y)

Shape of pdf, pmf

Next program sketches the pdf of N(0,1).

x <- seq(-3,3, by=.2)
y<- dnorm(x,mean=0,sd=1)
plot(x,y)

For other common pdf's and pmf's, you are referred to probability distributions section (p 34--36) on An introduction to R is available online in Rgui window or at Reference Desk.

Updated 030930 by Andy Tsao