[R] solving a complicated equation

James Reilly reilly at stat.auckland.ac.nz
Mon Nov 7 00:09:19 CET 2005


Try ?uniroot and ?pnorm.

On 7/11/2005 11:47 a.m., Cunningham Kerry wrote:
> I want to solve the following equation for x
> 
> p=a*exp(-x^2/2)+b*P(Z>x)
> 
> where p,a,b are known, Z is a standard normal
> variable. Clearly there is no analytic form for
> P(Z>x). 
> 
> I am wondering if any expert could direct one easy way
> on this. Thank you.
> 
> ______________________________________________
> 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

-- 
James Reilly
Department of Statistics, University of Auckland
Private Bag 92019, Auckland, New Zealand




More information about the R-help mailing list