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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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On which subjects generate a quantile estimation?

I would like to analysis the association between continuous exposure and binary outcome in the case-control study design. Moreover, I want to categorize the continuous expousre as a quantile format. ...
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How to find 98th percentile? [closed]

I can find the max value of an nc file for each year and each location by using following code: ...
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Calculating a global target for all the countries with different values for a single indicator

I have a list of indicators for which I need to set the target value to make these indicators comparable across countries. The timeline of the data varies for all the indicators and it cannot be ...
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95th Percentile Billing Calculation [duplicate]

The commonly available spreadsheet function PERCENTILE / PERCENTILE.INC is described as giving the alpha quantile of a sample. The 95th Percentile is described as the value below which 95% of the ...
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Extracting likelihoods from generative model

I am looking for papers dealing with the extraction of explicit descriptions of probability distributions from a generative model. My use case is the following: I trained a GAN to generate samples ...
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KDE that better-preserves percentile distributions

My understanding is that a Gaussian KDE, because the kernel is symmetric, preserves the statistical mean of a distribution. For my particular case, I'd really prefer a KDE that preserved the median, ...
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Using quantiles to generate a sample of data

I have been given quantiles (min, 25%, med, 75%, max) for items of data, along with the size of the data n. From these pieces of information I would like to obtain a random sample of data points. ...
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How to denote quartiles so as not to be confused with quarterly data

Is there an existing statistical notation convention that can make clear that can only be interpreted as quartiles? To my knowledge, quartile notation is the same with quarterly data notation: ...
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Standardizing versus percentile rank with survey data

I am currently working with survey data, collected across different locations, but with slightly different units of measurement. For example, on questions such as "What is your level of education", ...
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35 views

Descriptive text from non-standard quantile plot [closed]

I don't think this type of plot has a name, but as the legend shows, the shades of gray represents the quantile distribution of repeated temperature measurements, taken on the same calendar day over ...
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How could I estimate the quantiles of an unknown CDF?

I have been given with a set of data, which is supposedly come from an unknown distribution F. And I am asked to propose a suitable parametric or nonmparametric estimator for quantiles q(α) =F⁻¹(α) ...
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1answer
65 views

estimate confidence interval of empirical percentile [duplicate]

Suppose $n$ samples are generated from an unknown distributions and the empirical percentile is estimated. In python: ...
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Can I force values to follow another distribution?

I am working on a problem where I have calculated a set of "quality scores" for different candidates/users. I'm not happy with the score distribution that results from this calculation and am ...
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What is the difference between probabilistic forecasting and quantile forecasting?

A probabilistic time series forecast outputs the entire distribution of the forecasted values for a given time point, instead of just a mean or a point forecast. A quantile forecast is a forecast ...
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Calculating required sample size for estimate lower bound on 95% of the population

I'm interested into sampling from a population, with a long time to get a sample (O(1), usually 1/2 mins), with lots of candidate populations to sample from (running a metaheuristic optimization). I ...
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203 views

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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108 views

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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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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1answer
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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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68 views

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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189 views

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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1answer
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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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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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29 views

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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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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35 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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1answer
61 views

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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58 views

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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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 ...