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st: Generate Random Variable Given Percentile Values


From   Peter Graven <grave165@umn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Generate Random Variable Given Percentile Values
Date   Tue, 17 Feb 2009 12:18:27 -0600

How do you create a random variable given just the percentile
statistics for a distribution? For example the 1%, 5%, 10%, 25%, 50%,
75,%, 90%, 95%, 99% percentiles are, respectively, 795, 1834, 2172,
2641, 3174, 3822, 4900, 5981, 8522. That is, I would like to create a
variable with this distribution in my dataset.
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