# 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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### Why Pearson correlation of two variables is very low but correlation between percentiles is almost perfect?

I have two variables say X and Y and when calculating Pearson correlation I found a very low value ~.01 but when I calculate the correlation between variables's percentiles, say Xp and Yp I found a ...
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### Effective samples size for quantile estimates with weighted samples

I've been reading the paper Rethinking the Effective Sample Size. In it, the authors provide an estimator for effective sample size given weighted samples (eq. 5.1 in the paper) which specifically ...
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### How to apply Quantile Normalization for three datasets : training, testing and validing dataset?

I have a question regarding the Normalization of data for the purpose of classification: I am applying different classification algorithms and want to normalize my data. I have three different data: ...
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### Does comparing percentiles of datasets with different sample sizes introduce bias?

Imagine an A/B test running on a website where we measure a metric like page load time. 90% of the page views are the 'control' and 10% of the views receive a special treatment that might affect the ...
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### Quantiles of the Q values of an MDP

Cross-posted from Math StackExchange: Consider an MDP with $n$ states, $k$ actions, and discount factor $\gamma \in [0,1)$. We are uncertain of its reward function $R \in \mathbb{R}^{n \times k}$ and ...
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### Should 99 percentile of a union of two sets be the average of 99 percentile of each set?

For example, the 99 percentile value of list A is p99_a, the 99 percentile value of list B ...
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### What is the quantile covariance?

Suppose that $X$ is a p-dimensional random vector and $Y$ is a random scalar. Then, Dodge and Whittaker (2009) indicate that the covariance of these two variables can be formulated as a minimization ...
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### Statistician's quantiles versus policymaker's quantiles: calculating the variance correctly

When speaking of income, although statisticians and policymakers (and their staffs) both refer to deciles, quintiles, and the like, they mean quite different things by these terms. When a statistician ...
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