Discrimination Intervals for Percentiles in Regression
回归百分位点的判别区间
In simple linear regression the 100pth percentile of the distribution of Y for a given value of X is β0 + β1 X + Zp σ, where Zp is the 100pth percentile of the standard normal distribution. The problem considered is to estimate the value of X for which this percentile is equal to some specified value, Yp . Both point and interval estimates are considered. A procedure for obtaining exact confidence intervals is derived, and in addition, two approximate and two conservative…