Thank you very much for your reply!

I know we can find the quantile c that satisfies P(Z1>c, Z2>c)=0.05/6 using
R function qmvnorm.

But the problem here is to find the quantile c that satisfies the equation
P(Z1>1.975, Z2<c)+ P(Z1>c, Z2>c)=0.05/6. I think it is different from the
above
problem. I checked the two R packages you mentioned. There does not seem to
be a function that can directly solve c in the present problem.

Please let me know if you have any other hint for me.


                                                         Li



2009/3/29 Dimitris Rizopoulos <d.rizopoulos@erasmusmc.nl>

> have a look at packages mnormt and mvtnorm.
>
>
> Best,
> Dimitris
>
>
> li li wrote:
>
>>  Hi,
>> Does anyone know how to write a R function to solve the quantile c for the
>> following equation.
>> P(Z1>1.975, Z2<c)+ P(Z1>c, Z2>c)=0.05/6.
>>
>> Z1 and Z2 have a bivariate normal distribution with mean 0, variance 1 and
>> correlation 0.5.
>>
>> Thanks a lot!
>>          Hannah
>>
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>>
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>>
> --
> Dimitris Rizopoulos
> Assistant Professor
> Department of Biostatistics
> Erasmus University Medical Center
>
> Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
> Tel: +31/(0)10/7043478
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