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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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center
Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
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