Petr: 1. Not an R question.
2. You want the distribution of order statistics. Search on that. It's basically binomial/beta. -- Bert On Tue, Oct 30, 2012 at 6:46 AM, PIKAL Petr <petr.pi...@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@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 ______________________________________________ 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.
