Hi,
Would you help me solve the following question? Thanks.
my program is as follows:
> library(mvtnorm)
> value<-pmvnorm(lower=-Inf, upper=-2.178, mean=0, sigma=1)+
> pmvnorm(lower=2.178, upper=Inf, mean=0, sigma=1)+
> pmvnorm(lower=c(-2.178,-Inf),upper=c(2.178,-2.178),mean=0,corr=diag(2)*sqrt(0.5))+
> pmvnorm(lower=c(-2.178,2.178),upper=c(2.178,Inf),mean=0,corr=diag(2)*sqrt(0.5))
> value
[1] 0.05794736
Now if I try to set the probability=0.05 and find the approximate critical value. (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. Would you check out what��s a problem with my
program ? Thanks.
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)
}
Chia-Yi
---------------------------------
Yahoo!�_��Messenger6.0
[EMAIL PROTECTED]
�ߧY�U����s�̷s���I
[[alternative HTML version deleted]]
______________________________________________
[EMAIL PROTECTED] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
