# [R] R question

Kjetil Brinchmann Halvorsen kjetil at acelerate.com
Sat Sep 4 14:59:13 CEST 2004

```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 donÂ¡Â¦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
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)

?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.

Peace is the most effective weapon of mass construction.
--  Mahdi Elmandjra

```