[R] Confidence Interval
jacques.wagnor at gmail.com
Sun Feb 3 03:42:20 CET 2008
I have a model as follows:
x <- replicate(100, sum(rlnorm(rpois(1,5), 0,1)))
y <- quantile(x, 0.99))
How would one go about estimating the boundaries of a 95% confidence
interval for y?
Any pointers would be greatly appreciated.
system i386, mingw32
svn rev 42083
version.string R version 2.5.1 (2007-06-27)
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