Can anyone please tell me if there is a function to calculate confidence
intervals for the results of the quantile function.
Some of my data is normally distributed but some is also a squewed
distribution or a capped normal distribution. Some of the data sets contain
about 700 values whereas others are smaller with about 100-150 values, so I
would like to see how the confidence intervals change for the different
distributions and different data sizes.

Thanks
Mike White

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