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?

fitteddistribution? That would not take into account uncertainty resulting from the fact that it'sfittedbased on a finite sample. That's the sort of thing one does when one uses a t-distribution rather than a normal distribution when sampling from a population that is assumed to be normally distributed. – Michael Hardy Jun 30 '10 at 2:57