see Wonacoot and Wonacott chapter 'Bootstrap'. Look for bootstrap on google "Mike" <[EMAIL PROTECTED]> wrote in message news:[EMAIL PROTECTED] > Greetings all, > > I'd like to estimate the 95th percentile of a distribution p(X) by > making N independent measurements of X. I'm assuming that the 95th > percentile of measurements is the best estimate of the 95th percentile > for the distribution. > > Is this halfway reasonable? > Do I need to make strong assummptions about the shape of p(X)? > How would I arrive at the s.d. of the estimate, or some other > indicator of quality? > > Thanks for your help
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