STATISTICS

Probability Density and Cumulative Distribution

This QuickSheet demonstrates the distinction between various

probability functions.

x  2 1.9  4

0.8
pnorm ( x 2 1) 0.6
dnorm ( x 2 1) 0.4

0.2

0
1 0 1 2 3 4
x

The dnorm function generates the familiar bell curve, here shown with
mean = 2.

The pnorm function is the running area under the dnorm curve.

How big does x have to be before the area under the curve reaches
0.5? As expected, this is the mean, 2:
qnorm( 0.5 2 1)  2

25

 x  dnorm( x 2 1) dx  2
 25
Plugging this back into pnorm shows that the two functions are
inverses of each other.
pnorm ( 2 2 1)  0.5
The 75th, 90th, and 95th percentiles of the normal (2,1)
distribution:
a  qnorm ( 0.75 2 1) a  2.674

b  qnorm ( 0.9 2 1) b  3.282

c  qnorm ( 0.95 2 1) c  3.645

y  0  1

0.8
pnorm( x 2 1)
dnorm( x 2 1)
0.6
y
y 0.4
y

0.2

0
1 0 1 2 3 4
x x a b c
Distribution
Density
75%-tile
90%-tile
95%-tile