On Thu, 10 Aug 2006, Chronopoulos Dimitris wrote:
> Dear R users
>
> Is there any way to increase the decimal accuracy for the normal
> probability distribution? When one needs an accurate p-value for
> instance this is provided by
>
> pnorm(10,lower.tail=F)
> [1] 7.619853e-24
>
> However, what happens when instead of a P[X<x], a more accurate
P[X>=x]
> is the objective.
That is P[X>=x] !
If you meant that
> pnorm(10,lower.tail=TRUE)
[1] 1
then the problem is your computer, which has no representable numbers
between 1-1e-16 and 1, and so correctly chose the nearest representable
number.
A basic understanding of numerical methods is necessary to do statistical
calculations accurately: perhaps your university offers courses in the
area?
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595