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

["Roger B. Newson" <r.newson@imperial.ac.uk>]

One possibility is -centile- (see -help centile-). Another is the 
-rcentile- package, which you can download from SSC, and which should 
work if you also download -expgen-, -scsomersd- and -somersd- from SSC. 
As in:
rcentile Y, centile(95) tdist

Best wishes

Roger

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 07/08/2013 12:23, Jordan Silberman 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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