Q.boot.ci: Parametric Bootstrap Confidence Intervals for p-th Quantile

In FAmle: Maximum Likelihood and Bayesian Estimation of Univariate Probability Distributions

Parametric Bootstrap Confidence Intervals for p-th Quantile

Description

This function can be used to derive parametric bootstrap confidence intervals for the p-th quantile of the fitted distribution (see mle).

Usage

Q.boot.ci(p,boot,alpha=.1)

Arguments

p	Vector of probabilities.
boot	An object obtained using boot.mle.
alpha	1-alpha is the interval's coverage probability.

Value

This functions returns two types of bootstrap confidence intervals for the p-th quantile - one is based on the "percentile" method, while the other corresponds to the basis bootstrap interval or "reflexion" (see References).

Note

See References for other means of deriving bootstrap intervals.

References

Davison, A.C., and Hinkley, D.V. (1997) Bootstrap methods and their application. Cambridge University Press.

See Also

boot.mle, mle, Q.conf.int

Examples

data(yarns)
x <- yarns$x
fit.x <- mle(x,'gamma',c(.1,.1))
Q.conf.int(p=c(.5,.9,.95,.99),model=fit.x,alpha=.01,ln=FALSE)
# should be run again with B = 1000, for example...
boot.x <- boot.mle(model=fit.x,B=50)
Q.boot.ci(p=c(.5,.9,.95,.99),boot=boot.x,alpha=.01)

FAmle documentation built on March 18, 2022, 5:29 p.m.