Discrimination and Confidence Bands on Percentiles

Using the general linear model, y = Xβ+e, where e∼N(0, σ2/): simultaneous confidence bonds are found for the 100 pth percentile, x′β+k p σ, of the normal population with mean x′β and variance σ 2 (k p is the 100 pth percentile of the standard normal distribution). The bands are simultaneous in x or in x and p. In the simple linear regression case these bands are used to define simultaneous discrimination sets for any fixed values, y P , of the dependent variable.