## ----------------------------------------------------------------------------- ## Name: 02-intro-inference.R ## Description: Script for Chapter 2 of "A First Course on Statistical Inference" ## Link: https://egarpor.github.io/SI-UC3M/ ## License: https://creativecommons.org/licenses/by-nc-nd/4.0/ ## Author: Isabel Molina Peralta and Eduardo García-Portugués ## Version: 2.4.5 ## ----------------------------------------------------------------------------- ## ----normal-prob-------------------------------------------------------------- # Computation of P(Z > k) k <- 0.96 1 - pnorm(k) # 1 - P(Z <= k) pnorm(k, lower.tail = FALSE) # Alternatively ## ----normal-prob-2------------------------------------------------------------ alpha <- 0.05 qnorm(1 - alpha / 2) # LOWER (1 - beta)-quantile = UPPER beta-quantile qnorm(alpha / 2, lower.tail = FALSE) # Alternatively, lower.tail = FALSE # computes the upper quantile and lower.tail = TRUE (the default) computes the # lower quantile ## ----chi-prob-1--------------------------------------------------------------- alpha <- 0.05 qchisq(1 - alpha, df = 6) # df stands for the degrees of freedom qchisq(alpha, df = 6, lower.tail = FALSE) # Alternatively ## ----chi-prob-2--------------------------------------------------------------- alpha <- 0.10 qchisq(1 - alpha / 2, df = 9, lower.tail = FALSE) # a1 qchisq(alpha / 2, df = 9, lower.tail = FALSE) # a2 ## ----t-prob------------------------------------------------------------------- pt(-2, df = 5) ## ----F-prob------------------------------------------------------------------- qf(0.05, df1 = 5, df2 = 9, lower.tail = FALSE) ## ----prob-clt----------------------------------------------------------------- pnorm(-2.4658) pnorm(5.5, mean = 6.1, sd = 1.5 / sqrt(38)) # Alternatively ## ----prob-clt-2--------------------------------------------------------------- pnorm(-3) ## ----prob-clt-7--------------------------------------------------------------- pnorm(8.5, mean = 10, sd = sqrt(6)) ## ----prob-clt-8--------------------------------------------------------------- pnorm(8.5, mean = 10, sd = sqrt(6)) - pnorm(7.5, mean = 10, sd = sqrt(6)) ## ----prob-clt-9--------------------------------------------------------------- pbinom(8, size = 25, prob = 0.4) dbinom(8, size = 25, prob = 0.4) ## ----prob-clt-4--------------------------------------------------------------- 1 - pbinom(54, size = 100, prob = 0.5) pbinom(54, size = 100, prob = 0.5, lower.tail = FALSE) # Alternatively ## ----prob-clt-5--------------------------------------------------------------- 1 - pnorm(0.55, mean = 0.5, sd = sqrt(0.25 / 100)) ## ----prob-clt-6--------------------------------------------------------------- 1 - pnorm(54.5, mean = 50, sd = sqrt(25))