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Topic: How to calculate quantiles
Replies: 3   Last Post: Jan 6, 2013 5:17 PM

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William Elliot

Posts: 2,637
Registered: 1/8/12
Re: How to calculate quantiles
Posted: Jan 2, 2013 10:54 PM
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On Wed, 2 Jan 2013, Cristiano wrote:

> I have 10^4 to 10^7 random real numbers (distribution unknown, but far away
> from normal and uniform).
> I need to calculate the very low and very high order quantiles (say 10^-7 and
> 0.9999999) of those numbers.
> Which method should I use?

Generate a number between .9999999 and 10^-7 and divide by 10^-7.
For above .9999999, generate a number below 10^-7 and substract
that from 1.

> I can generate more numbers, if needed.
> Thank you
> Cristiano

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