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Re: How to calculate quantiles
Posted:
Jan 3, 2013 7:25 AM


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



