Date: Jan 2, 2013 10:54 PM
Author: William Elliot
Subject: Re: How to calculate quantiles
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

>