how to get Confidence Intervals of Quantiles of non-normal DistributionsHi there,
I would like to get the 95% confidence interval of specific quantiles/percentiles of a fitted (non-normal) distribution (e.g., SHASH fit). in the distribution platform there is a "quantile profiler" including the option "Confidence Intervals" - however, no confidence intervals are displayed in the plot (see attached image).
Am I doing something wrong or is there a different approach of calculating the 95%CI of custom quantiles/percentiles of a non-normal distribution such as SHASH?
Basic Data Analysis and ModelingQuality and Process EngineeringReliability AnalysisRe: how to get Confidence Intervals of Quantiles of non-normal DistributionsYou can ask for the custom quantiles (use the red arrow after fitting the distribution) and it provides the confidence intervals. Alternatively, you can right click on either the original quantiles of the data or on the fitted quantiles and use the bootstrap to get confidence intervals. Is that what you are looking for?
Re: how to get Confidence Intervals of Quantiles of non-normal Distributionsunfortunately there is no CI provided despite the having the option checked (see my attached images in the original question)
Re: how to get Confidence Intervals of Quantiles of non-normal DistributionsUsing @dlehman1 instructions, I get this for the requested quantiles 25%, 50%, and 75% after fitting a SHASH distribution:
