[R] Confidence Interval

Jacques Wagnor 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.

> version
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
major 2
minor 5.1
year 2007
month 06
day 27
svn rev 42083
language R
version.string R version 2.5.1 (2007-06-27)


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