house-ball wrote:
Why do you repeat an unclear question fou times? Please read the posting guide.
It is not clear what is your problem.
Kjetil halvorsen
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
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Kjetil Halvorsen.
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