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 status 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) Jacques ______________________________________________ R-help@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.
