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

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Posts: 60
Registered: 12/7/12
How to calculate quantiles
Posted: Jan 2, 2013 10:47 AM
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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?
I can generate more numbers, if needed.

Thank you

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