Hi Bert
> -----Original Message----- > From: Bert Gunter [mailto:gunter.ber...@gene.com] > Sent: Tuesday, October 30, 2012 3:37 PM > To: PIKAL Petr > Cc: r-help@r-project.org > Subject: Re: [R] standard error for quantile > > Petr: > > 1. Not an R question. Partly. I asked also for pointing me to some R functions which can compute such standard error, which is by my humble opinion valid R question. > > 2. You want the distribution of order statistics. Search on that. It's > basically binomial/beta. Hm. I looked at some web info, which is quite good for trained statistician but at the edge of my understanding as chemist (and sometimes beyound:-). Thanks anyway. Regards Petr > > -- 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.
