> 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 >