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

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Cristiano

Posts: 48
Registered: 12/7/12
Re: How to calculate quantiles
Posted: Jan 3, 2013 7:25 AM
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On 03/01/2013 4:54, William Elliot wrote:
> 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.


Not sure I understand.
Suppose I generate .123 / 10^-7 = 1.23*10^6 and then?

> For above .9999999, generate a number below 10^-7 and substract
> that from 1.
>

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


Cristiano



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