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




Re: How to calculate quantiles
Posted:
Jan 2, 2013 10:54 PM


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 >



