The quantiles of a distribution refer to points on its cumulative distribution function. Some common quantiles are quartiles and percentiles.

learn more… | top users | synonyms (1)

0
votes
0answers
2 views

What does quantile parameter represent in estimate_bandwidth during Mean Shift Clustering?

I was doing Mean Shift clustering in a set of data with Python Scikit learn.We need to estimate bandwidth during Mean shift clustering.But what does the parameter quantile in the function ...
0
votes
1answer
17 views

Calculating percentile conditional on continuous variable

I have a collection of datasets with (x,y) - pairs where the value of y is conditional on x. Neither the distribution of x nor of y is known, n is ranging from 1000 to 10000. Here is the scatterplot ...
0
votes
0answers
10 views

Percentile rank for list of event freqencies.

I have a global list of event frequencies and then another list of local event frequencies for another population of the same type. The objective is to compare the local frequencies with the global ...
0
votes
0answers
8 views

sum of quantile for GEV distribution

Let $q_x$ and $q_y$ be $p$-quantiles for $\text{GEV}_X$ and $\text{GEV}_Y$, where $\text{GEV}_V$ stands for the Generalized Extreme Value distribution associated with sequence of r.v. $(V)_1^n$. That ...
0
votes
0answers
9 views

Power calculation - categorised continuous exposure in case-control study

I have a continuous exposure that I would like to catagorise it into quantiles according to the distribution of control (i.e. 25% controls in each exposure level group). From pilot study, I know that ...
2
votes
0answers
53 views

Convergence of the distribution of 0.05 quantiles through Monte-Carlo simulation

I am trying to get admitted to a masters in quantitative finance (I come from a computer science background), so next week I will have 3h to solve an exam in statistical computing using my favourite ...
1
vote
0answers
20 views

How to perform quantile transformation with missing values?

Given are an input vector $I$ with missing values and a target/reference distribution ${T}$. For example: $I$: 0.215 NA 0.103 0.649 0.057 0.292 NA 0.433 0.521 NA $T$: -0.996 -0.606 -0.394 -0.090 ...
0
votes
0answers
8 views

Top Percentile Definition

Suppose I am in the top 10 percentile of a particular test. (I know what it means to be in the tenth percentile, but not the top tenth percentile) Does this mean I am in the top 10% of all ...
3
votes
1answer
38 views

Help with intuition about Chi-Squared distribution and its relation to Normal Distribution

At $\alpha = 0.05$, the significance cutoff of a Chi-squared distribution with 1 df is approximately 3.84, and that if we take the square root of 3.84, it's approximately 1.96, which is the 97.5 ...
3
votes
1answer
21 views

Non-central t-distributions with different degrees of freedom

I have two non-central t distributions with CDF given by $t_{n,a}$ and $t_{m,a}$ with $n>m$ degrees of freedom respectively and the same non-centrality parameter $a$. The question is: for which ...
3
votes
0answers
22 views

quantile of standardized t distribution

How to show that, for any given left tail probability, the corresponding quantile of standardized t distribution is increasing in degree of freedom for left tail probability less than 0.5? This is ...
1
vote
0answers
7 views

How do I determining the exact percentile among a sample given the 10, 25, 50, and 90 percentiles

Background: I'm trying to provided employees or decision makers with comparative wages analysis based on national or regional wage estimates. I'm developing a tool to provide employees and clients an ...
1
vote
2answers
68 views

Why is the QQ Plot for Normal Distribution a Straight Line?

Pardon my basic question on this, but I could not find why the QQ Plot for normal distribution is a straight line. Also, according to the accepted answer here: Percentile vs quantile vs quartile ...
0
votes
0answers
23 views

How do I calculate quantiles for groups containing infinity?

I am looking at prescribing of drug A versus prescribing of drug B. I have the following A/B ratios: ...
0
votes
0answers
9 views

Ergodicity and percentiles

The mean ergodicity of a homogeneous/stationary random field/process is such a property under which given a sufficiently long realization, the mean of the realization converges to the mean of the ...
3
votes
1answer
52 views

Calculate the mid-60% range

I need some help please! I am not too sure how to answer question 1.3 regarding the "mid-60& range". Are they looking for 60th percentile? Thanks for the assistance!
0
votes
0answers
5 views

Ranking districts (on basis of % cahnge) after controlling initial conditions

We want to rank Indian districts as good/bad/average performer on the basis of change in access to latrine between 2001 and 2011. We calculate the percentage point change in access to latrine ...
0
votes
0answers
26 views

How many samples do I need to compute long tail percentiles (99.99th)

I have a time series data set and I would like to compute a moving percentiles starting from median, 95th, up to 99.99th. My question is, what should be the size of my window, i.e. how many samples ...
0
votes
0answers
33 views

Calculating 25th/75th Percentiles

If I know the minimum, maximum, mean and median is there an approximation which will enable me to calcultate the 25th and 75 percentiles? Thanks.
1
vote
1answer
27 views

Calculating “distances” from quantiles

I am trying to compare the measurements from two different methods, A and B, that have each reported 16%, 50%, and 84% quantiles for a measurement X. How can I capture in a number how far away A and B ...
3
votes
0answers
16 views

Computations of Durbin-Watson quantiles

For some educational reasons I am currently trying to re-compute Durbin and Watsons (1951, Paper II) critical values of the lower and upper bounds of their Test-Statistic (dL and dH), and also table ...
3
votes
0answers
27 views

Derivative of a Riemann-Stieltjes integral (quantile regression)

(Moved from the mathematics site as I didn't receive any response there) In pp. $5−6$ of Roger Koenker's Quantile Regression, the author minimizes the function ...
0
votes
0answers
27 views

Is it valid to instrument endogenous variables one at a time?

I am a Stata user and am attempting to implement the IV Quantile regression method of Chernozhukov and Hansen (2008), for my model, which has two endogenous variables, call them "GD" and "ED". I am ...
0
votes
0answers
30 views

Calculate the non centrality parameter (ncp) for non central chi squared distribution

I have the 0.975-quantile value (0.191) and the degree of freedom (k=1). How can i calculate the non centrality parameter ? in R if possible. Q0.975(k=1, ncp= ??) = 0.191
0
votes
0answers
18 views

Using quantiles for correlation

Here's hoping that people don't get irritated if this was a repeat question, or perhaps not the best place to post this question -- I'm new to the community. My stats skills are basic, but I will ...
1
vote
0answers
14 views

Equivalence of definitions of quantiles

Let us define the concept of quantile of order $\tau$ of a random variable $X\in F$ in two different ways: Definition $1$: $c_\tau$ is said to be a quantile of order $\tau$ if and only if $lim_{x\to ...
0
votes
1answer
11 views

Calculating age-adjustments for column percents

I am having trouble understanding how SUDAAN calculates adjusted column percents and I'm hoping someone can explain. Let's say I have 3 variables, gender(M/F), happyness (binary happy/sad), and age ...
3
votes
1answer
20 views

Calculate percentile from ranks

I am trying to come up with a formula to calculate my percentile finish in fantasy sports games while also learning some statistics along the way. Rather than trying to work with the complete list of ...
1
vote
0answers
34 views

Analytical properties of sample quantiles in statistical packages

When studying and proving properties of sample quantiles, such as its consistency or its asymptotic normality, every text I have seen uses the standard definition of this estimators. This is, given a ...
0
votes
1answer
49 views

Understanding The Algorithms Behind Quantile() in R

So I was trying to compute the quantiles from a dataset in R: c(3,5,7,8,12,13,14,18,21) using the quantile() function, and I realised that it was returning ...
0
votes
1answer
24 views

How to calculate theoretical quantiles of an odd dataset?

In order to calculate a set of theoretical quantiles I usually apply the following method: $\frac{1}{2. N} + \frac{x}{N}$ so here this makes: $\frac{1}{24} + \frac{6}{12}$ $\frac{1}{24} + ...
1
vote
0answers
10 views

Normaldistribution function of quantile [closed]

Im looking for an upper bound (not just 1) of the following $$ \Phi(\alpha_1 \Phi^{-1}(\alpha_2)) $$ where $\Phi$ is the distribution function of the standard normal and $\alpha_1$ and $\alpha_2$ are ...
0
votes
1answer
49 views

Meaning of a plot obtained by 'quantile' function of R

I have a following plot that is obtained by using the quantile function of R: Could anyone explain me what the plot means? The input X to the quantile function QUANTILE(X, P) is a '180x100 'matrix. ...
1
vote
1answer
47 views

How to calculate quantiles?

Could someone please show(!) and explain step-by-step how to calculate the theoretical quantiles for the following normally distributed dataset: {1,1,2,2,2,3,3,5,8,14,24,40} Given this table: ...
0
votes
0answers
16 views

How is $\beta$ of the $\beta$-Quantile called?

I was often wondering how to call $\beta$ of the $\beta$-quantile of a distribution. Of course, $\beta$ is a probability or proportion. But is there an official name for it? So instead of saying ...
0
votes
1answer
252 views

How can I calculate the mean and standard deviation given three percentiles using Matlab?

I have the percentiles of 3 values. The percentiles are 5th, 50th and 95th. The values respectively are 340, 365 and 385. How can I find the median and the standard deviation given that data follow a ...
2
votes
1answer
41 views

Calculating actual quantile from poorly defined lognormal distributions

I have a dataset in which the uncertainties in various parameters are modelled with a lognormal distribution. After the experiment I get a single number result. As part of a lookback to understand how ...
0
votes
0answers
11 views

Quantiles of big areas to calculate the associated quantiles of small areas

I have this question to solve and i don't understand it: How can i use quantiles of big areas to calculate the associated quantiles to small areas and construct a table that gives me the 0.05, 0.025 ...
8
votes
1answer
131 views

Asymptotic normality of order statistic of heavy tailed distributions

Background: I have a sample which I want to model with a heavy tailed distribution. I have some extreme values, such that the spread of the observations are relatively large. My idea was to model this ...
0
votes
0answers
16 views

How to compute the VaR(a) of the following cdf

I have to compute the mean value, the variance, the VaR and ES of the CDF F(x)= 1- (3/2x)^(-3) if x>= 3 F(x)=0 if x< 3 The mean and variance I have computed, but what about computing the value at ...
1
vote
1answer
48 views

Combine multiple Monte-Carlo estimates

I use a Monte Carlo simulation (say 100.000 runs) to estimate parameter in R. I have memory problems and my first thought is to run multiples times my estimation program (say 500 times) . My ...
1
vote
1answer
32 views

Linearly scaling a distribution (X) to have the same 5th and 95th percentile of distribution (Y)

As done in this paper here: I would like to linearly scale a distribution such that it has the same 5th and 95th percentile (0.05 and 0.95 quantile) as another distribution. That is, given two ...
1
vote
0answers
17 views

References on how to calculate quantile of a population from a small sample

I'm a novice in statistics. I need to study a problem that basically consists in checking if the 5% quantile of a population (that can be assumed normally distributed) is above or below a given value ...
3
votes
1answer
73 views

Linear Properties of the Quantile Function

Suppose $X$ is a random variable with continuous distribution function $F(x)$ and quantile function $Q_X(p)$ and let $Y = aX + b$ for some constants $a > 0$ and $b$. How can I prove that $Q_Y(p) = ...
0
votes
0answers
43 views

Asymptotic Distribution of Sample Quantile

My question is related to the proof below. Why can we say that $F^{-1}(Y_n(x))=X_{[np]}$? I would like to understand better the reason for that. Any help would be appreciated. I've also asked ...
4
votes
1answer
182 views

Relation between Quintiles and the Arithmetic Mean

I have a set of final exam grades for an entire year of students, and I need to calculate quintiles from them. How should I go about it? Also, is the range from the arithmetic average and the top of ...
0
votes
0answers
20 views

cdf based bias correction

I have three sets of climate data: obs, baseline (model) and future (model) data. I have calculated the cdf for all series of above data sets, I have also calculated the cdf of projected future. But I ...
0
votes
0answers
89 views

Quantile regression on non linear data

R and statistics beginner here, trying to do a quantile regression on a non-linear dataset. I want to identify datapoints that have a higher y axis value that expected given their value on the x ...
0
votes
2answers
86 views

Using quantile in predict for survival

I am working on survival analysis and fit a model: ...
0
votes
0answers
59 views

How does anova.rq compare estimates from quantile regression in the quantreg package for R

I am using the quantreg package in R to develop quantile estimates at different taus, then using anova to test whether the Beta ...