Re: Distribution of a Percetile



Jack said

***Well, you can always use a nonparametric approach. If, however, you can use a correct parametric model, the methods would be more powerful. Jack***

My response:

The simple fact that nonparametric methods are less powerful than parametric is not a sufficient raison that these ones must always be preferred.
Why?
By two ponderous things.

_______Because you seldom know by theoretical bases what is the Distribution and therefore we must *guess* it using the sample (a risky task).
_______Even you had the good luck to fid out the Distribution the parameter value (or parameters) evaluated from the sample is never exact.

Jack could
Firstly *read thoroughly what is asked for* , then answer adequately in the context and NEVER to blunder something out. Inappropriate generalities are of scarce help in concrete problems.
________________________________



Richard Ulrich said


Jack
***Well, you can always use a nonparametric approach. If, however, you can use a correct parametric model, the methods would be more powerful- Personally, I don't think there is much loss in power, but that's not the reason that I rather like the use of the order statistics for CI's on percentiles. Gain in generality? I suppose that I assume that someone is interested in the percentiles *because* there is doubt about the distributional forms I would check Conover for a test, rather than CI's or in addition to CI's
Rich Ulrich, ***

My response

MY GOD. The method I posted (and still I think the more appropriate) based in ORDER Statistics?

(mais, faîtes comme vous voulez. Je m'enfus)

_________________licas
.



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