Abstract
Confidence bounds are derived for the upper 100$p$ percentile of an inverse distribution function. These bounds are considerably less conservative than similar bounds which apply to the entire function.
Citation
Charles H. Alexander. "Simultaneous Confidence Bounds for the Tail of an Inverse Distribution Function." Ann. Statist. 8 (6) 1391 - 1394, November, 1980. https://doi.org/10.1214/aos/1176345211
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