Regarding Bivariate normal distribution.

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Regarding Bivariate normal distribution.

Arun.stat
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,

______________________________________________
[hidden email] 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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Re: Regarding Bivariate normal distribution.

Viechtbauer Wolfgang (STAT)
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: [hidden email] [mailto:[hidden email]] On Behalf Of Arun Kumar Saha
Sent: Wednesday, July 25, 2007 08:58
To: [hidden email]
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,

______________________________________________
[hidden email] 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.

______________________________________________
[hidden email] 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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Re: Regarding Bivariate normal distribution.

Gaurav Yadav
In reply to this post by Arun.stat

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: [hidden email]
Bhagavad Gita:  Man is made by his Belief, as He believes, so He is



"Arun Kumar Saha" <[hidden email]>
Sent by: [hidden email]
07/25/2007 12:27 PM

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"[hidden email]" <[hidden email]>
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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,

______________________________________________
[hidden email] 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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______________________________________________
[hidden email] 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.