Normal {stats}R Documentation

The Normal Distribution


Density, distribution function, quantile function and random generation for the normal distribution with mean equal to mean and standard deviation equal to sd.


dnorm(x, mean = 0, sd = 1, log = FALSE)
pnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)
qnorm(p, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)
rnorm(n, mean = 0, sd = 1)


x, q

vector of quantiles.


vector of probabilities.


number of observations. If length(n) > 1, the length is taken to be the number required.


vector of means.


vector of standard deviations.

log, log.p

logical; if TRUE, probabilities p are given as log(p).


logical; if TRUE (default), probabilities are P[X ≤ x] otherwise, P[X > x].


If mean or sd are not specified they assume the default values of 0 and 1, respectively.

The normal distribution has density

f(x) = 1/(√(2 π) σ) e^-((x - μ)^2/(2 σ^2))

where μ is the mean of the distribution and σ the standard deviation.

qnorm is based on Wichura's algorithm AS 241 which provides precise results up to about 16 digits.


dnorm gives the density, pnorm gives the distribution function, qnorm gives the quantile function, and rnorm generates random deviates.

The length of the result is determined by n for rnorm, and is the maximum of the lengths of the numerical parameters for the other functions.

The numerical parameters other than n are recycled to the length of the result. Only the first elements of the logical parameters are used.


For pnorm, based on

Cody, W. D. (1993) Algorithm 715: SPECFUN – A portable FORTRAN package of special function routines and test drivers. ACM Transactions on Mathematical Software 19, 22–32.

For qnorm, the code is a C translation of

Wichura, M. J. (1988) Algorithm AS 241: The percentage points of the normal distribution. Applied Statistics, 37, 477–484.

For rnorm, see RNG for how to select the algorithm and for references to the supplied methods.


Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Johnson, N. L., Kotz, S. and Balakrishnan, N. (1995) Continuous Univariate Distributions, volume 1, chapter 13. Wiley, New York.

See Also

Distributions for other standard distributions, including dlnorm for the Lognormal distribution.



dnorm(0) == 1/sqrt(2*pi)
dnorm(1) == exp(-1/2)/sqrt(2*pi)
dnorm(1) == 1/sqrt(2*pi*exp(1))

## Using "log = TRUE" for an extended range :
par(mfrow = c(2,1))
plot(function(x) dnorm(x, log = TRUE), -60, 50,
     main = "log { Normal density }")
curve(log(dnorm(x)), add = TRUE, col = "red", lwd = 2)
mtext("dnorm(x, log=TRUE)", adj = 0)
mtext("log(dnorm(x))", col = "red", adj = 1)

plot(function(x) pnorm(x, log.p = TRUE), -50, 10,
     main = "log { Normal Cumulative }")
curve(log(pnorm(x)), add = TRUE, col = "red", lwd = 2)
mtext("pnorm(x, log=TRUE)", adj = 0)
mtext("log(pnorm(x))", col = "red", adj = 1)

## if you want the so-called 'error function'
erf <- function(x) 2 * pnorm(x * sqrt(2)) - 1
## (see Abramowitz and Stegun 29.2.29)
## and the so-called 'complementary error function'
erfc <- function(x) 2 * pnorm(x * sqrt(2), lower = FALSE)
## and the inverses
erfinv <- function (x) qnorm((1 + x)/2)/sqrt(2)
erfcinv <- function (x) qnorm(x/2, lower = FALSE)/sqrt(2)

[Package stats version 3.0.0 Index]