quantileCI: Confidence Intervals on Quantiles

In jmuOutlier: Permutation Tests for Nonparametric Statistics

Description

Produces exact confidence intervals on quantiles corresponding to the stated probabilities, based on the binomial test.

Usage

quantileCI(x, probs = 0.5, conf.level = 0.95)

Arguments

x	Numeric vector of observations.
probs	Numeric vector of cumulative probabilities between 0 and 1.
conf.level	Confidence level of the interval.

Details

If probs=0.5 (default), then a confidence interval on the population median is produced.

Value

Confidence interval for each quantile based on probs.

Author(s)

Steven T. Garren, James Madison University, Harrisonburg, Virginia, USA

References

Higgins, J. J. (2004) Introduction to Modern Nonparametric Statistics.

Examples

# Sample 20 observations from an Exponential distribution with mean=10.

print( sort( x <- rexp( 20, 0.1 ) ) ) 

# Construct 90% confidence intervals on the 25th, 50th, and 75th percentiles.  

quantileCI( x, c( 0.25, 0.5, 0.75 ), 0.9 ) 

jmuOutlier documentation built on Aug. 6, 2019, 1:03 a.m.