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How to calculate quantiles
Posted:
Jan 2, 2013 10:47 AM


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 Cristiano



