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# Probability Plots in R

This section describes creating probability plots in R for both didactic purposes and for data analyses.

## Probability Plots for Teaching and Demonstration

When I was a college professor teaching statistics, I used to have to draw normal distributions by hand. They always came out looking like bunny rabbits. What can I say?

R makes it easy to draw probability distributions and demonstrate statistical concepts. Some of the more common probability distributions available in R are given below.

distribution R name distribution R name
Beta beta Lognormal lnorm
Binomial binom Negative Binomial nbinom
Cauchy cauchy Normal norm
Chisquare chisq Poisson pois
Exponential exp Student t t
F f Uniform unif
Gamma gamma Tukey tukey
Geometric geom Weibull weib
Hypergeometric hyper Wilcoxon wilcox
Logistic logis

For a comprehensive list, see Statistical Distributions on the R wiki. The functions available for each distribution follow this format:

name description
d name( ) density or probability function
p name( ) cumulative density function
q name( ) quantile function
R_name_( ) random deviates

For example, pnorm(0) =0.5 (the area under the standard normal curve to the left of zero). qnorm(0.9) = 1.28 (1.28 is the 90th percentile of the standard normal distribution). rnorm(100) generates 100 random deviates from a standard normal distribution.

Each function has parameters specific to that distribution. For example, rnorm(100, m=50, sd=10) generates 100 random deviates from a normal distribution with mean 50 and standard deviation 10.

You can use these functions to demonstrate various aspects of probability distributions. Two common examples are given below.

``````# Display the Student's t distributions with various
# degrees of freedom and compare to the normal distribution

x <- seq(-4, 4, length=100)
hx <- dnorm(x)

degf <- c(1, 3, 8, 30)
colors <- c("red", "blue", "darkgreen", "gold", "black")
labels <- c("df=1", "df=3", "df=8", "df=30", "normal")

plot(x, hx, type="l", lty=2, xlab="x value",
ylab="Density", main="Comparison of t Distributions")

for (i in 1:4){
lines(x, dt(x,degf[i]), lwd=2, col=colors[i])
}

legend("topright", inset=.05, title="Distributions",
labels, lwd=2, lty=c(1, 1, 1, 1, 2), col=colors)``````

``````# Children's IQ scores are normally distributed with a
# mean of 100 and a standard deviation of 15. What
# proportion of children are expected to have an IQ between
# 80 and 120?

mean=100; sd=15
lb=80; ub=120

x <- seq(-4,4,length=100)*sd + mean
hx <- dnorm(x,mean,sd)

plot(x, hx, type="n", xlab="IQ Values", ylab="",
main="Normal Distribution", axes=FALSE)

i <- x >= lb & x <= ub
lines(x, hx)
polygon(c(lb,x[i],ub), c(0,hx[i],0), col="red")

area <- pnorm(ub, mean, sd) - pnorm(lb, mean, sd)
result <- paste("P(",lb,"< IQ <",ub,") =",
signif(area, digits=3))
mtext(result,3)
axis(1, at=seq(40, 160, 20), pos=0)``````

For a comprehensive view of probability plotting in R, see Vincent Zonekynd's Probability Distributions.

## Fitting Distributions

There are several methods of fitting distributions in R. Here are some options.

You can use the qqnorm( ) function to create a Quantile-Quantile plot evaluating the fit of sample data to the normal distribution. More generally, the qqplot( ) function creates a Quantile-Quantile plot for any theoretical distribution.

``````# Q-Q plots
par(mfrow=c(1,2))

# create sample data
x <- rt(100, df=3)

# normal fit
qqnorm(x);
qqline(x)

# t(3Df) fit
qqplot(rt(1000,df=3), x, main="t(3) Q-Q Plot",
ylab="Sample Quantiles")
abline(0,1)``````

fitdistr( ) function in the MASS package provides maximum-likelihood fitting of univariate distributions. The format is fitdistr(x, densityfunction) where x is the sample data and densityfunction is one of the following: "beta", "cauchy", "chi-squared", "exponential", "f", "gamma", "geometric", "log-normal", "lognormal", "logistic", "negative binomial", "normal", "Poisson", "t" or "weibull".

``````# Estimate parameters assuming log-Normal distribution

# create some sample data
x <- rlnorm(100)

# estimate paramters
library(MASS)
fitdistr(x, "lognormal")``````

Finally R has a wide range of goodness of fit tests for evaluating if it is reasonable to assume that a random sample comes from a specified theoretical distribution. These include chi-square, Kolmogorov-Smirnov, and Anderson-Darling.

For more details on fitting distributions, see Vito Ricci's Fitting Distributions with R.

## To Practice

Try this interactive course on exploratory data analysis.