Re: [Gretl-users] Bernoulli and the "critical" and "invcdf" functions

Good afternoon. I run gretl 1.9.92 64-bit for Windows. For 0.05 < prob < 0.95 The function critical(B, prob, 1, p=0.05) returns the value "1". As the Help says, the function "returns x such that P(X > x) = p". Since number of trials is equal to 1, we just have a Bernoulli, with P(X=0) = 1-prob and P(X=1) =prob. So by returning "1" the function asserts that P(X > 1) = 0.05 > 0 If the function returned "0" it would assert that P(X > 0) = 0.05 < prob =P(X=1) I take note of the asymmetry (in the first case, the function "sends some probability to the right"), -can this be the rule that leads to the function returning "1"? Now, the function invcdf(B, prob, 1, 0.05) returns "NA" As the Help says the function "returns x such that P(X ≤ x) = p" So here a return of "1" would assert P(X =<1) = 0.05 < 1, while a return of "0" would assert that P(X =<0) =0.05 < 1-Prob. Here in both cases, returning a number, either 0 or 1, would "under-signal" the true probability - so maybe this is the reason why here we get "NA"? It appears as a choice to prefer making the rejection of a null hypothesis harder rather than easier... but most probably I am imagining things. Can somebody shed some light? -- Alecos Papadopoulos Athens University of Economics and Business, Greece Department of Economics cell:+30-6945-378680 fax: +30-210-8259763 skype:alecos.papadopoulos