Thanks to all who responded to my inquiry. Bingo, it works!
I revised the code as follows and it works fine:
For the R code:
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pdf()
pdf('lecture00-graph-01.pdf',
horizontal = FALSE, height = 6, pointsize = 10)
hist(trial.outcome.5, breaks = 5,
main = '1000 Replications of 5 Trials of a Coin Toss',
xlab = 'Frequency of a Tail')
dev.off()
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For the LaTeX document:
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\documentclass[11pt]{article}
\usepackage[pdftex]{graphicx,color}
\begin{document}
\includegraphics{lecture00-graph-01}
\end{document}
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