Plots a normal curve and shaded region.

NormalDemonstration.R

plotNormal = function(lb, ub, mu = 0, sigma = 1)
{
    # Generate X an Y pairs for normal curve
    X = seq(mu - 4*sigma, mu + 4*sigma, 0.1)
    Y = dnorm(X, mean = mu, sd = sigma)
    # Plot the normal curve line, lablel axes and plot
    plot(X,Y, type = "l", main = "Normal PDF", xlab = "x", ylab = "Density(x)")
    # Calculate visible bounds (no use plotting tails that are off the screen)
    lb2 = min(max(lb, mu-4*sigma), min(ub, mu+4*sigma))
    ub2 = max(max(lb, mu-4*sigma), min(ub, mu+4*sigma))
    # Shade the region by drawing vertical lines 
    for (i in seq(lb2,ub2,length = 200))
    {
        lines(c(i,i), c(0, dnorm(i, mu, sigma)), col = "lightgrey", lwd = 2)
    }
    # Draw the coordinate axes
    abline(h=0, lty = 2)
    abline(v=0, lty = 2)
    # Calculate and display the coverage 
    coverage = pnorm(ub, mu, sigma) - pnorm(lb, mu, sigma)
    text(x = mu + 2*sigma, y = dnorm(mu + 0.5* sigma, mu, sigma), labels = paste("P(", lb, "<x<", ub, ")\n=",round(coverage,4), sep = ""))

}