QuantBD: Calculate the confidence interval for a quantile 'p'

Description Usage Arguments Details

Description

QuantBD uses the binomial distribution to compute a near-symmetric distribution-free confidence interval for a quantile 'p'. Returns indices for the order statistics, along with coverage probability.

Usage

1
QuantBD(n, p, alpha = 0.05)

Arguments

n

the sample size

p

the desired quantile to be estimated from the sample in the range [0,1]

alpha

the confidence level (default value is 0.05)

Details

The function returns the indices representing a percentile confidence interval that contains the population quantile of interest, assuming a given confidence level. The script also returns the probability coverage for the confidence interval. Finally, the function returns an approximation of the confidence interval that has equal areas in the tails of the distribution


bceaton/GSDtools documentation built on June 7, 2019, 12:53 a.m.