li li-13 wrote:
>
> Hi all,
> I want to solve the following equation for x with rho <- 0.5
>
> pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))==0.05
>
> Is there a function in R to do this?
>
Or if you wish to try different values of rho
f <- function(x, rho) {
pnorm(-x)*pnorm((rho*dnorm(x)/pnorm(x)-x)/sqrt(1-rho^2))-0.05
}
uniroot(f,c(-3,3),rho=.5)
uniroot(f,c(-3,3),rho=.3)
/Berend
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