Hi there,
I would need to know how is calculated in JMP the confidence interval for quantiles:
- is the CI calculated by bootstrap?by another method? if yes which one ?
- does the calculation assume a normal approximation? if so, whatever the n? or only for large n (>= 50?) and in this case what does it do for smaller samples (<50? )?
These questions because I would like to calculate a one-sided (lower) 80% CI instead of a two-sided 90% CI because JMP does not offer it for quantiles. I would like to know if it is correct to do so and if it is not correct, what should I do?
My specific case: I am looking for the unilateral CI (lower) at 90% of the 95th percentile. I go to Analyze > Distribution > Red triangle at the level of the distribution > Display Options > Custom Quantiles > I select 0.95 for my quantile and 0.10 for the alpha and I obtain the lower and upper bounds of the two-sided 90% CI of the 95th percentile.
I would like to obtain the lower limit of the one-sided 90% CI.
Thank you in advance for your answers.
