finding quantiles

mp83

TS Contributor
#2
It's the p*** function, where *** is the distribution, eg pt(q, df, ncp, lower.tail = TRUE, log.p = FALSE) for a t distribution.

> pt(3, df = 9)
[1] 0.9925218

For help type ?p***
 
#3
the distribution I have is non normal and discontinous, I'm not sure what kind of distribution this is.
can I still use this function if I don't know what kind of distribution this is?
 

mp83

TS Contributor
#4
OK.if you have no idea about the distribution then a resampling or bootstrap strategy casn be used.

There are functions to do that in R,but you shhould get to understand what this is about

> http://cran.r-project.org/web/packages/boot/index.html

Roughly speaking, you use your sample to generate a bunch of samples that represent your true sampling distribution so as you can get a quantile by simply sorting and enumerate.

Of course you can have a quantile the way in my actuarial classes by simply typing help("quantile") on yor R console (pretty much I'm sure this will do!)

HiH
 

TheEcologist

Global Moderator
#5
the distribution I have is non normal and discontinous, I'm not sure what kind of distribution this is.
can I still use this function if I don't know what kind of distribution this is?
You mean you have data (a vector of values)? or a function?

for a vector of values see:

?quantile()

In R.
 

TheEcologist

Global Moderator
#6
Oeps

OK.if you have no idea about the distribution then a resampling or bootstrap strategy casn be used.

There are functions to do that in R,but you shhould get to understand what this is about

> http://cran.r-project.org/web/packages/boot/index.html

Roughly speaking, you use your sample to generate a bunch of samples that represent your true sampling distribution so as you can get a quantile by simply sorting and enumerate.

Of course you can have a quantile the way in my actuarial classes by simply typing help("quantile") on yor R console (pretty much I'm sure this will do!)

HiH
Ah, your post wasn't here when I decided to post mine! :rolleyes:

sry mp83