<< Tests Tests kstwo >>

Stixbox >> Stixbox > Tests > ciquant

ciquant

Nonparametric confidence interval for quantile

Calling Sequence

ci = ciquant(x,p,C);

Parameters

C

confidence level for the interval (default 0.95).

p

a probability defining a quantile.

x

a sample. if x is a matrix, the procedure is colonwise.

Description

Nonparametric confidence interval for quantile. The returned value is the interval ci which is of the form

[LeftLimit, PointEstimate, RightLimit]'.

The interval is constructed conservatively in both ends, that is P(q<LeftLimit) <= C/2 and similarly for the upper limit.

See Also


Report an issue
<< Tests Tests kstwo >>