[R] Confidence Bounds on QQ Plots?
Spencer Graves
spencer.graves at pdf.com
Tue Jun 1 20:36:27 CEST 2004
What's the current best wisdom on how to construct confidence
bounds on something like a normal probability plot?
I recall having read a suggestion to Monte Carlo something like
201 simulated lines with the same number of points, then sort the order
statistics, and plot the 6th and 196th of these. [I use 201 not 200
because quantile(1:201, c(0.025, 0.975)) = 6 and 196 while
quantile(1:200, c(0.025, 0.975)) = 5.975 and 11.025.] I think I know
how to do this, but before I code it, I'd like to ask two questions on
this issue:
1. Where can I find this in the literature? I didn't find it
where I thought it was, nor in anyplace else that seemed obvious to me,
but I don't think I made it up and I'd like to give credit where credit
it due.
2. Are there better alternatives available, especially if the
distribution is a compound mixture that is easily simulated but not so
easily characterized analytically?
Thanks,
spencer graves
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