cip: confidence interval for percentiles in the one-sample case
Description
Finding confidence interval for (100p)th percentile in the one-sample case.
Usage
cip(x, conf.level = 0.95, p = 0.5)
Arguments
x
numeric vector of data values
conf.level
confidence level for the returned confidence interval
p
an arbitrary value from 0 to 1 which indicates the percentile
Value
A list with following components
Lower.rank
rank of the lower bound of the confidence interval in the order statistic
Upper.rank
rank of the upper bound of the confidence interval in the order statistic
Lower
the lower bound of the confidence interval
Upper
the upper bound of the confidence interval
Details
Usually we take the set with the shortest interval. But if the upper bound is greater than the maximum value(or the lower bound is less than the minimum value), we will choose the maximum value as the upper bound(the minimum value as the lower bound).
References
Higgins, J. J. (2004). An introduction to modern nonparametric statistics. Pacific Grove, CA: Brooks/Cole.