Assume I have a quantile function for an arbitrary probability distribution for random variable x.
Would the x-value corresponding to the 99th percentile be the same as the x-value corresponding to a p-value of 0.01 (one-sided test, right tail)?
Details for my specific problem:
I have fitted a gamma distribution to some experimental data and I am trying to calculate p-values (one-sided) for extreme observations in the right tail of the distribution. Since I have learned model parameters for the gamma distribution, I was hoping that I could use
qgamma in R to calculate cutoffs for a given p-value significance threshold. Is this a sane thing to do?