[R] Confidence Interval

From: Jacques Wagnor <jacques.wagnor_at_gmail.com>
Date: Fri, 1 Feb 2008 20:30:59 -0600


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



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