[R] Confidence Bounds on QQ Plots?

[Pikounis, Bill]

Spencer,
Venables & Ripley's S Programming (2000) book comprehensively covers
"Simulation envelopes for normal scores plots" in Section 7.3, pages 161 -
163.  The Atkinson "Plots, Transformations, and Regression" (1985) book is
cited. 

The V & R example and discussion, as usual, is very informative on both the
programming and data analysis fronts.

Hope that helps,
Bill

----------------------------------------
Bill Pikounis, Ph.D.

Biometrics Research Department
Merck Research Laboratories

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spencer Graves
> Sent: Tuesday, June 01, 2004 2:36 PM
> To: R Help
> Subject: [R] Confidence Bounds on QQ Plots?
> 
> 
>       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
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>