Gundala Viswanath
2009-Sep-04 09:48 UTC
[R] Best Way to Compute/Approximate(?) Probabilty of a Point in a Given Distribution
AFAIK, R only has "pnorm" which computes the probability of getting a value smaller or equal to "x" from a normal distribution N[mean,stdev]. For example: R> pnorm(0, 4, 10) [1] 0.3446 means there is 34.46% chance of getting a value equal to or smaller than 0 from a N(4, 10) distribution. What I intend to get is: given the observed value "x", mean, and stdev of normal distribution, find the probabiltiy of "x" falls into that distribution. Is there any reasonable way to obtain that? - G.V.
Ben Bolker
2009-Sep-04 12:02 UTC
[R] Best Way to Compute/Approximate(?) Probabilty of a Point in a Given Distribution
Gundala Viswanath wrote:> > AFAIK, R only has "pnorm" which computes the probability of getting a > value smaller or equal to "x" from > a normal distribution N[mean,stdev]. For example: > > R> pnorm(0, 4, 10) > [1] 0.3446 > > means there is 34.46% chance of getting a value equal to or smaller > than 0 from a N(4, 10) distribution. > > > What I intend to get is: given the observed value "x", mean, and stdev > of normal distribution, > find the probabiltiy of "x" falls into that distribution. > > Is there any reasonable way to obtain that? > > - G.V. >Your question isn't entirely clear. We could interpret it as 1. "what is the probability (density) of x being drawn from a normal distribution with a specified mean and sd?" in which case the answer is dnorm(x,mean,sd) or 2. "what is the probability that x is drawn from N(mean,sd) [vs. some unspecified alternative distribution]?" in which case the problem is underspecified. If you wanted the probability that x was drawn from D1 as opposed to D2 (where D1 and D2 are two different specified probability of density functions) then the Bayesian answer (assuming an equal prior probability on the two distributions) is D1/(D1+D2). -- View this message in context: http://www.nabble.com/Best-Way-to-Compute-Approximate%28-%29-Probabilty-of-a-Point-in-a-Given-Distribution-tp25291456p25293157.html Sent from the R help mailing list archive at Nabble.com.