# [R] Confidence Bounds on QQ Plots?

Pikounis, Bill v_bill_pikounis at merck.com
Tue Jun 1 22:30:08 CEST 2004

```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
>
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