Not quite sure what you want here, but isn't
there an analytic solution, i.e. quantiles
of the various t distributions? If so, no
need to simulate.
Nick
[email protected]
Richard Hiscock
> I have simulated (1000x) the t statistic from N(0,1) distribution of
> varying n.
> I wish to access values of t at percentiles 2.5 & 97.5 to assess how
> coverage varies with n.
> Whilst this the t distribution is symmetrical I plan to look at other
> statistics where this may not be so & as such don't want to
> rely on the
> 5th or 95th percentile.
> I have tried return(p) after summarize, however it only gives
> a limited number of choices.
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/