# 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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43 views

### Test whether or not quantile values belong to a distribution

I have a list of 23 values for the following quantiles: ...
27 views

### What does 0.5sigma mean?

I want to ask about a term about "this data is within 0.5 sigma". If I understand correctly the person first calculates standart deviation(sigma) of his data and multiples his/her std ...
26 views

### The inverse cumulative distribution function evaluated at Halton draws [duplicate]

Sandor and Train (2004, Quasi-random simulation of discrete choice models) mention that "A randomized Halton sequence is a set of draws from the uniform distribution. To obtain draws from density ...
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### Estimating quantiles for posterior predictive distribution

Let's say I have a parametrised distribution $X|\theta$ and a sample from the posterior distribution of $\theta$, $\hat{\theta}_1,...,\hat{\theta}_k$. If I was interested in the CDF of the predictive ...
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### The simulated $((1-\alpha )\times 100)^{th}$ percentiles of the null distribution of a specific statistic [closed]

I've written this algorithm in R program: as following ...
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### If I know all the parameters of a distribution (mean, deviation, skewness, kurtosis,...) how do I calculate what quantile a certain data is at?

I have a game with levels. I am tracking the time (in seconds) each of my users took to complete a certain level. What I want to accomplish is to show the user how their time compares to others (i.e. &...
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### Creating an Index by summing percentiles

This is probably a basic concept but i want to understand if it makes sense mathematically. I want to create an index on how much somebody spends at grocery stores. So for each person I calculate the ...
31 views

### measuring distance between distributions by using distance between CDF estimate with CIs?

I'm working on an machine learning-related project that compares distributions of features and alerts user when a feature's distribution changed over time. I have been thinking about the best way to ...
48 views

### Confused about inverse function (quantile function)

I read a post that says: "Math definition is that the quantile function is the inverse of the distribution function at α. It specifies the value of the random variable such that the probability ...
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### Why type 8 quantile function is the best?

https://www.researchgate.net/publication/222105754_Sample_Quantiles_in_Statistical_Packages ...
14 views

### About the definition of quantile from empirical data? [duplicate]

R> quantile(c(1,2,3), 0.01) 1% 1.02 The above is an example output from the quantile() function in R. The problem with it ...
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### How many points fall below quantile regression-line?

I am sorry for the relatively easy question regarding quantile regression. I am a little stuck, and reading these resources I can't resolve this problem right now: (1) http://www.econ.uiuc.edu/~roger/...
15 views

### Extract slopes for all fitted quantile regression models with different tau-values, R

I wonder how I can get the slopes of all the models that were fitted when I do the following: library(quantreq) z =rq(mpg ~ wt, data=mtcars, tau=-1) Putting the <...
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### How to make conditional quantiles?

I have a dataset consisting two variables X and Y. Both of them are of length 250. Now, I want to make conditional quantiles of X and Y. I have been reading the papers of Koenker and Basset (1978) and ...
20 views

### Self-study: Comparing Uniform and Normal CDF/quantiles for a given range

Not sure if the title is perfect. Nevertheless, there are two persons drawing $\alpha$. ‘A’ draws from $N(0,1)$ and ‘B’ from $U(-2\sqrt{2\pi}, 2\sqrt{2\pi})$. For which person is it more likely that ...
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### What caused change in percentile?

We report 95th percentile and 50th percentile of the time series data for every week. The data is time-series data in the following format date. sensor_id. sensor_location. hardware_version. ...
183 views

### Best way to construct a QQ-plot

I want to assess the normality of a dataset (which is log-normally distributed data transformed back to normal) using a Q-Q plot. I stumbled on the fact that there are many ways to build such a plot, ...
19 views

### Inverse 4-parameters Cumulative Weibull Distribution

May someone write the inverse of the FOUR-parameters Weibull cumulative distribution (percent point function), please? I am referring to the 4-parameters formula appearing in Sigmaplot.
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### Generating random variables from a given distribution function using inversion sampling

Given this distribution function $f(x)$ : $$f\left(x\right)=\left\{\begin{matrix}x+1,-1\le x\le0\\1-x,0<x\le1\\\end{matrix}\right.$$ Generate random variables using Inverse sampling method in R: ...