R’s distribution interface

Remark taught in Bayesian foundations, part of Bayesian statistics

R’s distribution interface

Type Remark
Taught in Bayesian foundations
Part Bayesian statistics

For a common distribution, R prefixes the distribution name by d for density, p for cumulative probability, q for quantile, and r for random generation. These are numerical calculations to run once the posterior distribution has been derived. For the \operatorname{Beta}(3,9) posterior in Figure, the following commands compute its median, a posterior probability, an equal-tailed interval, and Monte Carlo versions of the same summaries.

Used in

See also

Credible-region constructions · Bayesian credible interval · Bayes’ rule · Proper prior and proper posterior · Posterior point summaries · Posterior summaries from draws · Prior and posterior predictive distributions · Predictive-variance decomposition

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