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Re: st: Estimate 95th percentile of a highly skewed distribution from summary stats?
From
Scott Merryman <[email protected]>
To
[email protected]
Subject
Re: st: Estimate 95th percentile of a highly skewed distribution from summary stats?
Date
Wed, 7 Aug 2013 08:14:10 -0500
Though not zero inflated, perhaps a beta distribution with mean = 5
and 75th percentile = 7 could help narrow the range:
. clear
. set seed 99223
. set obs 100000
obs was 0, now 100000
. gen x =ibeta(2.25,.25,runiform())*50
. sum,de
x
-------------------------------------------------------------
Percentiles Smallest
1% .0002302 3.06e-11
5% .0083488 1.21e-10
10% .04185 3.34e-10 Obs 100000
25% .3624468 5.60e-10 Sum of Wgt. 100000
50% 2.128319 Mean 4.995324
Largest Std. Dev. 6.69967
75% 7.01905 43.99382
90% 14.45796 44.10198 Variance 44.88558
95% 19.7689 44.45212 Skewness 1.968836
99% 29.49363 45.06845 Kurtosis 7.044699
Scott
On Wed, Aug 7, 2013 at 6:42 AM, Nick Cox <[email protected]> wrote:
> Evidently the point of this is that _you know nothing except what you
> have shown us_.
>
> Otherwise -summarize, detail- would do this for you, without even
> needing to look up the more specialised commands it cross-references.
>
> The flip answer is somewhere in [7, 50]. I don't know how to improve
> on that flip answer without making very strong assumptions about the
> distribution. You don't even know what the fraction of zeros is.
>
> If this were my problem I would use the maximum, knowing that it is biased.
> Nick
> [email protected]
>
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