R help - Jul 2007 - Regarding Bivariate normal distribution.

Dear all R gurus,

My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:

P[X<x, Y<y] = 0.05

My questions are :

1. Can x and y be uniquely found?
2. If it is, how I can find them using R

Your help will be highly appreciated.

Thanks and regards,

No, x and y are not unique. In fact, there is an infinite number of x and y
pairs that are roots to the equation P[X<x, Y<y] = 0.05.

-- 
Wolfgang Viechtbauer 
?Department of Methodology and Statistics 
?University of Maastricht, The Netherlands 
?http://www.wvbauer.com/ 



-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at
stat.math.ethz.ch] On Behalf Of Arun Kumar Saha
Sent: Wednesday, July 25, 2007 08:58
To: r-help at stat.math.ethz.ch
Subject: [R] Regarding Bivariate normal distribution.


Dear all R gurus,

My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values of X and Y
say x, and y respectively, such that:

P[X<x, Y<y] = 0.05

My questions are :

1. Can x and y be uniquely found?
2. If it is, how I can find them using R

Your help will be highly appreciated.

Thanks and regards,

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Hi Arun

i hope you will fin this document useful :)
http://www.geocities.com/~mikemclaughlin/math_stat/Dists/Compendium.pdf

no they cannot be found uniquely. as rightly pointed by Mr. Wolfgang, that 
there will be infinite pairs for each x you can get correspoinding y

above document will be of use :)


Regards,

Gaurav Yadav
+++++++++++
Assistant Manager, CCIL, Mumbai (India)
Mob: +919821286118 Email: emailtogauravyadav@gmail.com
Bhagavad Gita:  Man is made by his Belief, as He believes, so He is



"Arun Kumar Saha" <arun.kumar.saha@gmail.com> 
Sent by: r-help-bounces@stat.math.ethz.ch
07/25/2007 12:27 PM

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"r-help@stat.math.ethz.ch" <R-help@stat.math.ethz.ch>
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Subject
[R] Regarding Bivariate normal distribution.






Dear all R gurus,

My question is related to statistics rather directly to R. Suppose
(X,Y) has a bivariate normal distrubution. I want to find two values
of X and Y say x, and y respectively, such that:

P[X<x, Y<y] = 0.05

My questions are :

1. Can x and y be uniquely found?
2. If it is, how I can find them using R

Your help will be highly appreciated.

Thanks and regards,

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.



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