R help - Mar 2009 - Quantiles for bivariate normal distribution

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

	[[alternative HTML version deleted]]

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
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org 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.
> 
-- 
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
Fax: +31/(0)10/7043014