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Can anyone please help me with the construction of the point-wise profile likelihood based confidence intervals for the gamma cdf?

I'm aware of the construction of profile likelihood based confidence intervals for the estimated gamma parameters but not for the estimated cdf. Help me with the theory and the coding using R programming!!

Thanks in advance.

Nayomi
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  • can you give a little more detail/context? What data do you have and exactly how are you fitting them? – Ben Bolker Jan 11 '17 at 02:24
  • I am using failure time data and the a gamma model was fitted using `fitdist` function from `fitdistrplus` package in R. CDF was then estimated based on the ML estimates and now I want to compute the point-wise confidence intervals for the estimated cdf using profile likelihood method. – Nayomi Jan 11 '17 at 02:33
  • That will actually be quite difficult, I think. https://ms.mcmaster.ca/~bolker/emdbook/chap7A.pdf has some material on "confidence intervals of functions of model parameters", but this is one of the more difficult cases ... – Ben Bolker Jan 11 '17 at 03:05

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