Stixbox Function

ciquant - Nonparametric confidence interval for quantile

Calling Sequence

ci = ciquant(x,p,C);

Parameters

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