################################################################## ### Example 7.10: Exact intervals for quantiles ################################################################## # Generate normal and lognormal samples resmat<-matrix(0,4,100) samples<-matrix(0,2,200) for(i in (1:100)) { samples[1,]<-sort(rnorm(200),decreasing=TRUE) samples[2,]<-sort(rlnorm(200),decreasing=TRUE) resmat[1,i]<-samples[1,][17] resmat[2,i]<-samples[1,][5] resmat[3,i]<-samples[2,][17] resmat[4,i]<-samples[2,][5] } # Plot the confidence intervals plot((1:100),rep(1,100)*qnorm(0.95),type="l",ylim=c(min(resmat[1,]),max(resmat[2,])),xlab="",ylab="") for(i in (1:100)) lines(c(i,i),c(resmat[1,i],resmat[2,i]),type="l") plot((1:100),rep(1,100)*qlnorm(0.95),type="l",ylim=c(min(resmat[3,]),max(resmat[4,])),xlab="",ylab="") for(i in (1:100)) lines(c(i,i),c(resmat[3,i],resmat[4,i]),type="l")