累积分布函数为:
[img]http://dl2.iteye.com/upload/attachment/0102/2695/e36481d6-9d5e-36e6-ae4d-7f10f7552c3e.jpg[/img]
如下图所示:
[img]http://dl2.iteye.com/upload/attachment/0102/2697/2421a167-f796-3213-9eb4-1bd17d86ba94.jpeg[/img]
[img]http://dl2.iteye.com/upload/attachment/0102/2695/e36481d6-9d5e-36e6-ae4d-7f10f7552c3e.jpg[/img]
set.seed(0)
x <- seq(-5,5,length.out=100)
y <- pnorm(x,0,1)
plot(x,y,col="red",xlim=c(-5,5),ylim=c(0,1),type='l',xaxs="i", yaxs="i",ylab='density',xlab='',main="The Normal Cumulative Distribution")
lines(x,pnorm(x,0,0.5),col="green")
lines(x,pnorm(x,0,2),col="blue")
lines(x,pnorm(x,-2,1),col="orange")
legend("bottomright",legend=paste("m=",c(0,0,0,-2)," sd=", c(1,0.5,2,1)), lwd=1,col=c("red", "green","blue","orange"))
如下图所示:
[img]http://dl2.iteye.com/upload/attachment/0102/2697/2421a167-f796-3213-9eb4-1bd17d86ba94.jpeg[/img]