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st: Estimate 95th percentile of a highly skewed distribution from summary stats?
From
Jordan Silberman <[email protected]>
To
[email protected]
Subject
st: Estimate 95th percentile of a highly skewed distribution from summary stats?
Date
Wed, 7 Aug 2013 07:23:05 -0400
Hi Stata folks,
I have some (but not all) descriptive stats for a highly skewed,
zero-inflated distribution. I need to estimate the 95th percentile
score for this distribution.
Here's the info I have:
min value: 0
max: 50
mean: 5
median: 0
75th percentile: 7
Obviously the distribution is highly skewed to the right. Does anyone
know of a method through which I can estimate the 95th percentile
score for this distribution?
The background is that this is a distribution of estimation errors for
an algorithm, and I need an estimate of a value that the error is
equal to or less than in 95% of cases.
Thanks,
Jordan
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