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95th
2008 Feb 02
2
Confidence Interval
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