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Questions tagged [quantiles]

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

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Two sample quantile-quantile plot in Python [closed]

Suppose I have two samples from unknown distributions, and I want to produce a quantile-quantile plot of one against the other. What's the easiest way to do this in Python? There is scipy.stats....
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Approximate density from moments and quantiles, then sample from it

Situation I need to send R code to a third party to run estimations for me (I will not be able to work with the data directly). I want to simulate data to test some of the estimators before sending ...
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Routine for Quantile LOESS in Python [closed]

is anyone aware of the existence of a routine for performing Quantile LOESS in Python?
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Mixed Exponential Distribution Simulated vs. Analytical Percentiles

Here is a single exponential example: ...
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Measure for Combined Percentiles in Time-series Data

Edited: on the first revision the first paragraph was mistakenly dropped. Suppose I am interested in buying an asset, such as a stock or foreign exchange, and would like to compare its price to its ...
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Is it possible to calculate percentiles in skewed distribution without raw data (only mean, median, SD)?

If it is of any one's interest, the data is taken from the duration of men "last in bed" as studied here. I want to calculate the percentiles (say, 95th) of a non-normal distribution without raw data....
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The use of the quantile regression

I would like your help regarding the quantile regression. I was wondering if it makes sense to use the quantile regression when the relation of the number of data between variable x and y is 1 to 1, ...
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fitting non-normal multivariate distributions in R

I have many (n=317,823) observations on two variables. I want to fit a bivariate distribution to my observations, in order to identify descriptive features of the distribution (quantiles). However, my ...
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Statistic to measure no.of cancelled members

These percentages indicate how many male vs female members cancelled a subscription we offer. Male Female 22% 13% Looking at the ...
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Calculate 5th percentile of a rate difference curve generated from a joint probability mass function

I have these curves below: These curves were generated using a library called discreteRV. ...
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Advise on how best to categorize unlabeled normalized continuous data set

First, apologies if my ignorance leads me to misstate anything or frame my question poorly. Let's start with the data set I have available. I have a table with about 200K+ salespeople's ...
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calculate quantile for exponential distribution

My distribution function is: y=a * exp(-b*x) What is the right way to calculate first Quartile? Right now I do like that: Q1=ln(4/3)/b Is that correct?
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Comparing my data to published reference range percentiles, do I consider MY percentile range or does distribution of my data not entirely matter?

I am comparing my data (left column) of Packed cell volume to published known reference ranges, to identify any students that are anaemic/polycythaemic (too low/high PCV). With the data in this image,...
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Is there any advantage of fitting a distribution to the data to calculate the percentile?

Method 1: Calculating the percentiles, e.g. 99 percentile of the data, is straight forward, and the calculation is based on the ordering of the data values. Method 2: A more complicated way of ...
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Creating a vector of values to match a distribution

Let's say that I have a vector $u$ of real values (say of length 100). I know that $u-v$ is normally distributed with mean $\mu$ and variance $\sigma^2$. I would like to calculate a vector of ...
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How to modify the mean and variance/dispersion of a given distribution

I am trying to find a parametric adjustment that allows modifying the mean and variance/dispersion of a given distribution. Ideally, this adjustment would be implemented through a parametric function ...
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What is the name for bins derived from Quantiles? [duplicate]

It's so easy to talk about "deciles" as if they were groups of observations that fall between the actual deciles, i.e., "any of the nine values that divide the sorted data into ten equal parts." But ...
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How to compute Nth percentile data from other percentile data of a normal distribution?

I am trying to compute the 98 percentile value of a normal distribution data set. The data is from this website https://www.cdc.gov/growthcharts/percentile_data_files.htm, file No.8 called "BMIAGE". ...
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Compute quantile function from a mixture of Normal distribution

I have this mixture of normal distribution: $$X \sim \frac{1}{2}\mathcal{N}(\mu_{x_1}=10,\,\sigma_{x_1}^{2}=1)+\frac{1}{2}\mathcal{N}(\mu_{x_2}=13,\,\sigma_{x_2}^{2}=1)$$ How can i compute the ...
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Get a plausible distribution from quartiles and mean

I have the 3 quartiles and the mean of the incomes of a population, I would like to get from those a "regular" distribution, there might be several theoretical solutions but I just need a plausible ...
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Bounds on quantiles of the minimum of summations of (possibly dependent) random variables

Suppose I have $2N$ continuous random variables $X_1, \ldots, X_N, Y_1, \ldots, Y_N$ and that I can evaluate the quantiles of the respective distributions. Given a value $w \in [0, 1]$ I would like to ...
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Is there a probability distribution with unskewed confidence intervals for quantile estimation?

The so-called process capability index Cpk is often used to express the yield Y in a production, e.g. for a given upper specification limit x. Mathematically it is based on fitting a normal ...
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1answer
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If all trimmed means are equal does this imply equal distributions?

I am trying to prove the following: Given that $\forall \alpha\in [0,1]$: $$\int_{F_S^{-1}(\alpha)}^{\infty}xf_S(x)\,dx = \int_{F_0^{-1}(\alpha)}^{\infty}yf_0(y)\,dy$$ where $F_S^{-1}(\alpha)$ and $...
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Confidence interval from sample quantiles

Context I am running some stochastic simulations in R to determine appropriate sample sizes for a biological problem of interest to me. My method iteratively generates "accumulation" curves which ...
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Average percentages [duplicate]

Hi I am trying to average percentages but what each percentage represents is not equal. The 5 numbers are : 100%, 0%, 0%, 20%, 75% 100% represents 4 items 20% represents 10 items 75% ...
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Value at Risk with non-zero mean (RiskMetrics etc.)

RiskMetrics assumes zero mean for the calculation of value at risk (https://www.msci.com/documents/10199/5915b101-4206-4ba0-aee2-3449d5c7e95a) In our data, the mean return is quite negative. Is there ...
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Understanding percentile computation [duplicate]

I understand percentile in the context of test scores with many examples (eg. you SAT score falls in the 99th percentile), but I am not sure I understand percentile in the following context and what ...
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$\min(x)$ as a quantile estimator for the 1% quantile of $x$

I have recently found the following quantile estimator for a continuous random variable in a (nonstatistical, applied) paper: for a 100-long vector $x$, the 1% quantile is estimated with $\min(x)$. ...
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Value at Risk VaR with monthly return

The picture below shows the problem. I have tried to solve in this way: 0,001*1,88+2400*0,002 by following a formula in theory slides. But obviously there is a problem in that. Could someone help me ? ...
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1answer
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Scaling percentiles of log-normal distribution

I need help with this basic question. A study found that a variable is log-normal, with mean A and percentiles p1, p2 and p3 (could be 10%, 50% and 90%). Another study for a different group found ...
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Is there any statistical test for the difference between two percentiles?

I know the R function t.test to perform the statistical test for the difference bewteen two means, is there any test for the difference between, say, the 95th ...
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1answer
29 views

Wide confidence interval after applying a method

In applied the quantile regression with a B-spline technique in order to calculate the 2.5 and 97.5 quantiles for my several variables/analytes. But I got a very wide confidence interval (gray area) ...
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Difference in Quantile and cumulative percentage

How would you differentiate between the quantile function and cumulative percentage below? Note the treatment of numerics as categorical when grouping is performed. When would you use one over the ...
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How to correlate movie taste?

I am looking for the best known way to correlate movie taste, i.e. to determine which people out of a large pool deviate the least from your own movie scores. One site with this purpose is Criticker. ...
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1answer
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Are dichotomous predictor variables appropriate in a quantile regression analysis?

I want to model the changes in a dependent variable with non-normal distribution (e.g. abundance of micro-organisms) as a function of changes in dichotomous independent variables (e.g. gender, sick or ...
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Quantile-Regression and Grid-Search

i am currently experimenting with quantile-regression in h2o. I am building prediction intervals. For the individual regression models i am looking after R^2, RMSE and also quantile-loss. I performed ...
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Arbitrary manipulation of percentile given the mean and SD

Say I have math scores from a class of 50 students. What I know is the mean midterm score is $50$, and the standard deviation is $30$. So it is reasonable to assume that there is $50 * .16 =...
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Is there a standard way to calculate empirical quartiles? [duplicate]

I was trying to solve this question here. According to their solution when you input 3 7 8 5 12 14 21 13 18 te result should be ...
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131 views

Why does this simple weighted quantile differ from Hmisc::wtd.quantile? Which method is to be preferred?

It just struck me today that we should be able to use the weights method of stats::density.default to roll our own simple ...
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Find data in an array above certain percentile for consective days

I have a time series for 10 years of observations. i want to find number of events when the values are above 90th and 80th percentile for consecutive three days.Further i need to find the length of ...
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What is the minimum number of observations required for percentile calculation?

Here it is stated, but not justified, that percentile calculation requires at least three observations. However, in this book the authors say that it depends on the percentile value (e.g., for the ...
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2answers
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How to estimate high end percentile (e.g. >90%)

Say my dataset is of size $N$, and I want to calculate the 90th percentile. Suppose $N$ is too large that I can't compute the percentile by going through the entire dataset, what is the best way to ...
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0answers
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Comparing percentiles of datasets of varying sizes

I have a dataset with 100 observations. I calculate the 25th, 50th and 75th percentile of this dataset. I have another dataset of new observations which contains about 10 values. I calculate the 25th,...
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Comparing percentiles of datasets of varying sizes

I am trying to build a simple anomaly detection solution. I have a dataset with normal observations. It has about a 100 values. I calculate the ...
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Sampling Bayes factors under the null hypothesis to estimate a threshold of “significance” for hypothesis testing

Context: I have a psychology experiment with a 2 x 2 design (with Condition (label, no label) and ContrastType (head, tail) as ...
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2answers
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How to get any quantiles given median value and margin of error?

I am trying to get the values of the 25th and 75th quantile of the population based on two values that summarizes the samples: median value 90 percent margin of error I don't have any other ...
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How to find the quantile, if the function $H$ is continuous CDF?

Let we define $H(\theta)= 1- \sum^{y}_{k=0} {n\choose k}\theta^{k}(1-\theta)^{n-k} + \frac{1}{2}{n\choose y}\theta^{y}(1-\theta)^{n-y}$. Thus, $H(\theta)$ is CDF. My corresponding ...
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1answer
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How to you measure the accuracy of a model that gives quantile forecasts or distributions of forecasts?

I've come across some recent demand forecasting approaches that present methods where instead of generating just a point forecast, the model outputs a set of forecast quantiles, or a distribution of ...
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Multiple outputs quantile regression

I am building a model to determine upper and lower thresholds for multiple features with respect to multiple others. (Specifically, I want to see if certain pressure measurements in an HVAC system ...
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1answer
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Fit a parametrized distribution on a set of quantiles

first of all, I'm not a statistician nor a data scientist, but a software developer. Thus, although I do have some (old) knowledge in statistics and probabilities, my vocabulary may not be very ...