[R] Confidence Bounds on QQ Plots?

Liaw, Andy andy_liaw at merck.com
Tue Jun 1 22:17:42 CEST 2004

Dr. Venables used that as an example for program efficiency in his Advanced
S-PLUS programming course, which I took a few years back.  He cited Atkinson
(1985).  Unfortunately I do not have my copy of Atkinson on hand...


> From: Spencer Graves
>       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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