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- Confidence Interval for a Quantile (Percentile)

Jun 7, 2015 8:22 AM
(2361 views)

Sometimes you want to determine the quintile for a population, such as the median (0.5 or 50% quantile). You might also want the interval estimate. This script will compute the point estimate and the interval estimate for you.

I will use the **Big Class** data table to demonstrate how to use this script. I will first estimate the 95% confidence interval for the median of the **height** of students and then estimate the 80% confidence interval for the 75% percentile of the **weight** of students.

- Open your data table with the data column containing the sample.
- Open and run the script.
- I desire a 95% confidence interval for the median, so enter
**0.5**for the quantile (default) and**0.95**for the confidence (default). - Select
**height**and click**Response**.

- Click
**OK**.

You see the additional information at the bottom of the platform. Note that the actual confidence is reported with the interval.

Repeating this demonstration for the other case,

- Run the script.
- Enter
**0.75**for the quantile and**0.8**for the confidence. - Select
**weight**and click**Response**.

- Click
**OK**.

Reference:

Comments

06-12-2015
03:04 PM

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06-12-2015
03:04 PM

Thanks, Mark.

I also wanted to let JMP users know that in versions of JMP 10 or higher, you can also get these quantiles and confidence intervals within the distribution platform. Using the same data table as Mark, you could get these reports for *height* and *weight* by selecting ** Display Options** >

Here are the JMP results:

Here is what I enter for *weight*:

Here are the JMP results:

Note that I am using JMP 12 for this example. The "Compute smoothed empirical likelihood quantiles" check box is a new option for JMP 12. In JMP 10 and 11 the empirical likelihood quantiles and confidence intervals are always computed in this report.

If you are interested in reading a little more about the Custom Quantiles option you can ready the blog I wrote for JMP 10.

http://blogs.sas.com/content/jmp/2012/04/10/new-distribution-options-in-jmp-10-custom-quantiles/

Thanks.

Laura

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