I recall having read a suggestion to Monte Carlo something like 201 simulated lines with the same number of points, then sort the order statistics, and plot the 6th and 196th of these. [I use 201 not 200 because quantile(1:201, c(0.025, 0.975)) = 6 and 196 while quantile(1:200, c(0.025, 0.975)) = 5.975 and 11.025.] I think I know how to do this, but before I code it, I'd like to ask two questions on this issue:
1. Where can I find this in the literature? I didn't find it where I thought it was, nor in anyplace else that seemed obvious to me, but I don't think I made it up and I'd like to give credit where credit it due.
2. Are there better alternatives available, especially if the distribution is a compound mixture that is easily simulated but not so easily characterized analytically?
Thanks,
spencer graves______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
