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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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