Improved algorithm for distribution-free confidence intervals forquantiles


Minor improvements were made to the algorithm for computing two-sided distribution-free confidence intervals for quantiles generated with the CIPCTLDF option on the PROC UNIVARIATE statement. The results now agree with the reference:

Hahn, G. J. and Meeker, W. Q. (1991), Statistical Intervals: A Guide for Practitioners, New York: John Wiley & Sons, Inc.

Different results might be observed from previous releases of SAS.