[R] standard error for quantile

[PIKAL Petr]

Hi Bert


> -----Original Message-----
> From: Bert Gunter [mailto:gunter.berton at gene.com]
> Sent: Tuesday, October 30, 2012 3:37 PM
> To: PIKAL Petr
> Cc: r-help at r-project.org
> Subject: Re: [R] standard error for quantile
> 
>  Petr:
> 
> 1. Not an R question.

Partly. I asked also for pointing me to some R functions which can compute such standard error, which is by my humble opinion valid R question.

> 
> 2. You want the distribution of order statistics. Search on that. It's
> basically binomial/beta.

Hm. I looked at some web info, which is quite good for trained statistician but at the edge of my understanding as chemist (and sometimes beyound:-).

Thanks anyway.
Regards
Petr

> 
> -- Bert
> 
> On Tue, Oct 30, 2012 at 6:46 AM, PIKAL Petr <petr.pikal at precheza.cz>
> wrote:
> > Dear all
> >
> > I have a question about quantiles standard error, partly practical
> > partly theoretical. I know that
> >
> > x<-rlnorm(100000, log(200), log(2))
> > quantile(x, c(.10,.5,.99))
> >
> > computes quantiles but I would like to know if there is any function
> > to find standard error (or any dispersion measure) of these estimated
> > values.
> >
> > And here is a theoretical one. I feel that when I compute median from
> > given set of values it will have lower standard error then 0.1
> > quantile computed from the same set of values.
> >
> > Is it true? If yes can you point me to some reasoning?
> >
> > Thanks for all answers.
> > Regards
> > Petr
> >
> > PS.
> > I found mcmcse package which shall compute the standard error but
> > which I could not make to work probably because I do not have recent
> > R-devel version installed
> >
> > Error in eval(expr, envir, enclos) :
> >   could not find function ".getNamespace"
> > Error : unable to load R code in package 'mcmcse'
> > Error: package/namespace load failed for 'mcmcse'
> >
> > Maybe I will also something find in quantreg package, but I did not
> > went through it yet.
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> 
> 
> --
> 
> Bert Gunter
> Genentech Nonclinical Biostatistics
> 
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-
> biostatistics/pdb-ncb-home.htm