[R] Confidence Bounds on QQ Plots?
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?
> spencer graves
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