Optimizing perfomance using indexes

Hello!

 There are examples below and can anybody explain me - how to use indexes
 in PostgreSQL for best perfomance? Look here:

 create table aaa (num int2, name text);
 create index ax on aaa (num);

 explain select * from aaa where num = 5;
         Index Scan on aaa  (cost=0.00 size=0 width=14)

 explain select * from aaa where num > 5;
         Seq Scan on aaa  (cost=0.00 size=0 width=14)

 Why PostgreSQL in the first case uses index, but in the second - doesn't ?
 As I understand, there is no big difference between queries. Are there
 general recommendations on creating indexes?

 This questions because I'm relatively new to SQL and hope somebody can
 help me :) Thank you.

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Vladimir Litovka <doka@webest.com>