Mid-distribution Functions — confint.midquantile • Qtools

Compute mid-quantiles confidence intervals

# S3 method for class 'midquantile'
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object: an object of class midquantile.
parm: not used (included for consistency with confint.default).
level: nominal coverage level of the confidence interval.
...: not used.

References

Ma Y., Genton M., and Parzen E. Asymptotic properties of sample quantiles of discrete distributions. Annals of the Institute of Statistical Mathematics 2011;63(2):227-243

Parzen E. Quantile probability and statistical data modeling. Statistical Science 2004;19(4):652-62.

Author

Marco Geraci

Examples


x <- rpois(100, lambda = 3)
mq <- midquantile(x)
confint(mq, level = 0.95)
#>     midquantile    lower    upper
#> 25%    1.615385 1.274089 1.956680
#> 50%    2.700000 2.381288 3.018712
#> 75%    3.853659 3.502796 4.204521

# print standard errors
attributes(confint(mq, level = 0.95))$stderr
#> [1] 0.1720052 0.1606238 0.1768267