Re: st: Estimate 95th percentile of a highly skewed distribution from summary stats?

[Nick Cox <njcoxstata@gmail.com>]

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
njcoxstata@gmail.com


On 7 August 2013 12:23, Jordan Silberman <silberman.stata@gmail.com> wrote:
> 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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