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90% confidence Intervals for IVRT [Nonparametrics]

posted by zizou - Plzeň, Czech Republic, 2017-11-01 19:49  - Posting: # 17961
Views: 1,875

(edited by zizou on 2017-11-01 20:03)

Dear GM.

First of all, I figured out your link to the reference:
https://www.fda.gov/downloads/drugs/guidances/ucm070930.pdf

Example from page 23 (PDF page 26 of 40).

Lower limit is the 8th value of sorted values and upper limit is 29th value as mentioned in the text (PDF page 27 of 40).

8 is 5th quantile calculated from the equation as you already mentioned:
w(0.05) = mn/2 - zcrit*sqrt(mn*(m+n+1)/12) ... approximation for m+n large enough.

And 29 is 95th quantile + 1. Here you probably forgot "+ 1" to get the right position of upper limit.
In this case there is even count of ordered data.
Lower limit is 8th from the start, upper limit is 8th from the end, i.e. 29th from the start.

So you get the positions of ordered data and then you have lower and upper limit directly, you know.

Best regards,
zizou

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