house-ball wrote:

Hi,

Would you help me solve the following question? Thanks.



Question: If I try to set the probability=0.05 and find the approximate x. (The answer 
should be somewhere between 2.1782 and 2.1783.)

I write about this R program as follows but I don’t know how to get the value of x 
which is between 2.1782 and 2.1783.



First, you should probably read "An Introduction to R" which comes with your R-installation.
As posed your question is ambiguous, but assuming you mean to say "normal distribution", you need
something like


qnorm(0.05)

or if you mean probability in the upper tail

qnorm(0.05, lower.tail=FALSE)

Then read
?qnorm

Kjetil halvorsen



library(mvtnorm)

value<-array(1000)

a<-array(1000)



a<-seq(2,3,by=0.001)

for(i in 1000)

{

x<-a[i]

value[i]<-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+

             pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))

if(value[i]-0.05<0.001)

print(x)

}




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Kjetil Halvorsen.

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              --  Mahdi Elmandjra

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