On Nov 12, 2010, at 5:35 PM, Edwin Sun wrote:


Hello all,

I have a question about basic statistics. Given a PDF value of 0.328161, how can I find out the value of -0.625 in R? It is like reversing the dnorm
function but I do not know how to do it in R.

pdf.xb <- dnorm(-0.625)

pdf.xb
[1] 0.328161

qnorm(pdf.xb)
[1] -0.444997

pnorm(pdf.xb)
[1] 0.628605


Since only at the mode of dnorm will there be a unique solution, you will need to decide on which side of zero you want to work, apparently the negative side from the expected answer. Then you can use optim or optimize to minimize the difference between dnorm() and 0.328161 for arguments over an appropriate range:
> f <- function (x,a) (dnorm(x)-a)^2
> xmin <- optimize(f, c(-1, 0), tol = 0.0001, a =0.328161)
> xmin
$minimum
[1] -0.6250044

$objective
[1] 8.71397e-13




David Winsemius, MD
West Hartford, CT

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