`vignettes/webs/statistical_methods.rmd`

`statistical_methods.rmd`

In the previous tutorial we constructed a Normal distribution and accessed and updated its parameters for a variety of parameterisations. In this tutorial we cover how to access mathematical and statistical methods of the Normal distribution including the `dnorm/pnorm/qnorm/rnorm`

equivalents in distr6.

The advantage of distr6 over R stats is that once a distribution is constructed, it’s very easy to find properties and results from the distribution by changing very little. For simple distributions like the Normal distribution, this may not seem like a big difference, but for more complicated ones with multiple parameters, you’ll find yourself saving a lot of time!

Once again we start with constructing the Standard Normal distribution

`N <- Normal$new()`

For simplicity, we refer to both the probability density functions of continuous distributions and probability mass functions of discrete distributions, as the “pdf” function. This is in line with R stats using “d” for “density”. The other statistical methods from R stats are referred to as “cdf”, “quantile” and “rand”, the same as in R stats:

```
N$pdf(1:2) # Density evaluated at points '1' and '2'
#> [1] 0.24197072 0.05399097
N$cdf(1:2) # Distribution function evaluated at points '1' and '2'
#> [1] 0.8413447 0.9772499
N$quantile(0.975) # Quantile function evaluated at 0.975
#> [1] 1.959964
N$rand(5) # 5 samples from the Normal distribution
#> [1] 1.3709584 -0.5646982 0.3631284 0.6328626 0.4042683
```

We have seen in the first tutorial how the `summary`

method can be used to view quick statistics about a probability distribution, i.e.

```
N$summary()
#> Normal Probability Distribution.
#> Parameterised with:
#>
#> Id Support Value Tags
#> 1: mean ℝ 0 required
#> 2: prec ℝ+ linked,required
#> 3: sd ℝ+ linked,required
#> 4: var ℝ+ 1 linked,required
#>
#>
#> Quick Statistics
#> Mean: 0
#> Variance: 1
#> Skewness: 0
#> Ex. Kurtosis: 0
#>
#> Support: ℝ Scientific Type: ℝ
#>
#> Traits: continuous; univariate
#> Properties: symmetric; mesokurtic; no skew
```

But all these statistics can be accessed individually as well. To see the full list of available methods view the ‘Statistical Methods’ section of the distribution help page, `?Normal`

. All probability distributions have the same methods available if possible, i.e. If there is an analytic expression for a statistical result, then we provide it! Below are just a few examples

```
N$mean()
#> [1] 0
N$variance()
#> [1] 1
N$skewness()
#> [1] 0
N$kurtosis(excess = FALSE)
#> [1] 3
N$cf(2)
#> [1] 0.1353353+0i
N$mgf(2)
#> [1] 7.389056
```

In this tutorial we looked at using the d/p/q/r functions in distr6 and accessing other statistical results. In the next tutorial we take a quick look at distribution properties and traits, whilst trying not to get into too big a discussion about object-oriented programming!