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(at)webest(dot)com>