[R] solving a complicated equation

[Gabor Grothendieck]

Try this:

f <- function(x, a, b, p) a * exp(-x*x/2)+ b * pnorm(x, lower.tail = FALSE) - p
uniroot(f, lower = -3, upper = 3, a = 1, b = 1, p = 0.5)

On 11/6/05, Cunningham Kerry <kerryrekky at yahoo.com> wrote:
> I want to solve the following equation for x
>
> p=a*exp(-x^2/2)+b*P(Z>x)
>
> where p,a,b are known, Z is a standard normal
> variable. Clearly there is no analytic form for
> P(Z>x).
>
> I am wondering if any expert could direct one easy way
> on this. Thank you.
>
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