Lab 4

Objectives
• Learn how to model the normal distribution in R
• Learn how to calculate probabilities using the normal distribution
• Perform hypothesis testing using the normal distribution
• Find confidence intervals using the normal distribution

Plotting
The normal distribution is a bell shaped distribution that can be defined by a mean (µ) and a standard
deviation (σ). You can visualize the normal distribution using the dnorm() function in R.
# Define the normal distribution parameters
mu <- 0
sigma <- 1

x <- seq(-5,5, length.out = 1000)

y <- dnorm(x, mean = mu, sd = sigma)

plot(x, y, type = "l", xlab = "x", ylab = "Density", main = "Normal Distribution")

# Add a vertical line at x=0

abline(v = 0, col = "red", lty = 2)

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 Normal Distribution
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Density

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x
You can also plot multiple normal distributions on the same graph.
x <- seq(-5, 5, length.out = 1000)
y1 <- dnorm(x, mean = 0, sd = 1) # Standard normal
y2 <- dnorm(x, mean = 3, sd = 1) # Mean = 3, SD = 1
y3 <- dnorm(x, mean = 0, sd = 2) # Mean = 0, SD = 2

# Plot the first distribution

plot(x, y1, type = "l", col = "blue", lwd = 2, ylim = c(0, 0.5),
main = "Multiple Normal Distributions", xlab = "x", ylab = "Density")

# Add the second and third distributions

lines(x, y2, col = "red", lwd = 2)
lines(x, y3, col = "green", lwd = 2)

# Add a legend
legend("topright", legend = c("Mean=0, SD=1", "Mean=3, SD=1", "Mean=0, SD=2"),
col = c("blue", "red", "green"), lwd = 2)

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 Multiple Normal Distributions
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Mean=0, SD=1
Mean=3, SD=1
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Mean=0, SD=2
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x
You can plot the cumulative distribution function (CDF) of the normal distribution using the pnorm()
function.
x <- seq(-5, 5, length.out = 1000)
y <- pnorm(x, mean = 0, sd = 1)

plot(x, y, type = "l", xlab = "x", ylab = "Cumulative Probability", main = "Normal Distribution CDF")

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 Normal Distribution CDF
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Cumulative Probability

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Hypothesis Testing
Hypothesis testing is a statistical method used to make inferences about a population based on sample data.
To run a hypothesis test, you need to define a null hypothesis (H0 ) and an alternative hypothesis (Ha ). For a
normal Distribution, you can perform hypothesis testing using the pnorm() function.
# Define the normal distribution parameters

data <- rnorm(100, mean = 0, sd = 1)

# H0: m = .5
# Ha: m != .5

# Calculate the test statistic

z <- (mean(data) - 0.5) / (sd(data) / sqrt(length(data)))

# Calculate the p-value

p_value <- 2 * (1 - pnorm(abs(z)))

print(p_value)

## [1] 1.03129e-08
# Since the p-value is less than 0.05, we reject the null hypothesis
cat('Since the p-value of,', p_value, 'is less than 0.05, we reject the null hypothesis')

## Since the p-value of, 1.03129e-08 is less than 0.05, we reject the null hypothesis

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Confidence Intervals
A confidence interval is a range of values that is likely to contain the true value of an unknown population
parameter. You can calculate confidence intervals using the normal distribution in R.
# Define the normal distribution parameters

data <- rnorm(100, mean = 30, sd = 5) # 100 samples, mean=50, sd=5

# Known population standard deviation

sigma <- 5
n <- length(data)

# Sample mean
sample_mean <- mean(data)

# Critical value for 95% confidence level

z_alpha <- qnorm(0.975) # Two-tailed critical value

# Margin of error
margin_error <- z_alpha * (sigma / sqrt(n))

# Confidence interval
ci_lower <- sample_mean - margin_error
ci_upper <- sample_mean + margin_error

cat("95% Confidence Interval:", ci_lower, "to", ci_upper, "\n")

## 95% Confidence Interval: 29.09746 to 31.05743

Exercises
Part 1
Question 1
Plot the normal distribution with mean 0 and standard deviation 1. Add a vertical line at x = 1.

Question 2
Plot the cumulative distribution function of the normal distribution with mean 5 and standard deviation 2.

Question 3
Plot the normal distributions with the following parameters on one plot - Mean = 0, SD = 1 - Mean = 2, SD
= 1 - Mean = 0, SD = 2
Add a legend to the plot.

Part 2
Question 4
Generate a random sample of 100 values from a normal distribution with mean 10 and standard deviation 2.
Perform a hypothesis test to determine if the mean of the sample is significantly different from 10.

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Question 5
Generate a random sample of 100 values from a normal distribution with mean 30 and standard deviation 5.
Calculate a 95% confidence interval for the population mean.

Question 6
Generate a random sample of 1000 values from a normal distribution with mean 50 and standard deviation
10. Calculate a 99% confidence interval for the population mean.

Question 7
Using the sample from Question 6, test the hypothesis that the population mean is equal to 45. Find the
p-value for the test.