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Confidence intervals in order statistics

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  • #53713

    Örtlund
    Participant

    Hi, I’m trying to understand (with emphasis on trying) a new discipline in statistics for me, order statistics.

    What I’m trying to figure out is how to calculate the CI (95%) for a specific percentile.

    It is probably easiest described in my actual problem. The thing I am trying to achieve are how to calculate the CI for percentile P2,5 and P97,5 for a dataset of n=160 in excel.

    The percentile is easy using the command “PERCENTILE(array,k)” instead of going by rank and find it. However it doesn’t seems to be a function to calculate the CI level?

    Can anyone help me? Preferably in layman’s terms ;-)

    Regards
    /peteR
    [file name=Data_exampel.xls size=22528]https://www.isixsigma.com/images/fbfiles/files/Data_exampel.xls[/file]

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    #191191

    Robert Butler
    Participant

    It’s too long to paraphrase but I can point you to a pretty good description of what you will need to do in order to build something in Excel.

    pp. 15 – 19 Distribution FreeConfidence Intervals for Quantiles – in Order Statistics 2nd Edition by David. My copy is old. I suspect either the most recent edition of this work or any other basic book on order statistics will have the same information.

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    #191198

    Örtlund
    Participant

    ok :ohmy: not as straight forward as I hoped for then… O well, I’m always glad for new books anyway =)

    Thanks a lot for your answer, life is always easier with an direction ;-)

    Regards

    /peteR

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