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st: RE: obtaining specific percentiles of simulated distribution


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: obtaining specific percentiles of simulated distribution
Date   Mon, 29 Aug 2005 17:01:11 +0100

Not quite sure what you want here, but isn't 
there an analytic solution, i.e. quantiles
of the various t distributions? If so, no 
need to simulate. 

Nick 
n.j.cox@durham.ac.uk 

Richard Hiscock
 
> I have simulated (1000x) the t statistic from N(0,1) distribution of 
> varying n.
> I wish to access values of t at percentiles 2.5 & 97.5 to assess how 
> coverage varies with n.
> Whilst this the t distribution is symmetrical I plan to look at other 
> statistics where this may not be so & as such don't want to 
> rely on the 
> 5th or 95th percentile.
> I have tried return(p) after summarize, however it only gives 
> a limited number of choices.

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