At 01:31 PM 6/8/2007, Carmen wrote: >Hi to all, >maybe the last question was not clear enough. >I did not found any hints how to decide whether it should use lower.tail >or not. >As it is an extra R-feature ( written in >http://finzi.psych.upenn.edu/R/Rhelp02a/archive/66250.html ) >I do not find anything about it in any statistical books of me. >Regards Carmen
pnorm(z, lower.tail=TRUE) (the R default) gives the probability of a normal variate being at or below z. This is the value commonly called the cumulative distribution function at the point z, or the integral from -Inf to z of the gaussian density. pnorm(z, lower.tail=FALSE) gives the complement of the above, or 1 - cdf(z), and is the integral from z to Inf of the gaussian density. E.g., > pnorm(1.96, lower.tail=TRUE) [1] 0.9750021 > pnorm(1.96, lower.tail=FALSE) [1] 0.02499790 > Use lower.tail=TRUE if you are, e.g., finding the probability at the lower tail of a confidence interval or if you want to the probability of values no larger than z. Use lower.tail=FALSE if you are, e.g., trying to calculate test value significance or at the upper confidence limit, or you want the probability of values z or larger. You should use pnorm(z, lower.tail=FALSE) instead of 1-pnorm(z) because the former returns a more accurate answer for large z. This is really simple issue, and has no inherent complexity associated with it. ================================================================ Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: [EMAIL PROTECTED] Least Cost Formulations, Ltd. URL: http://lcfltd.com/ 824 Timberlake Drive Tel: 757-467-0954 Virginia Beach, VA 23464-3239 Fax: 757-467-2947 "Vere scire est per causas scire" ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.