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


From   Jordan Silberman <[email protected]>
To   [email protected]
Subject   Re: st: Estimate 95th percentile of a highly skewed distribution from summary stats?
Date   Wed, 7 Aug 2013 11:57:34 -0400

Thank you Nick. Yes, unfortunately I know nothing about the
distribution other than what I posted, so a simple summarize command
won't work. Jordan

On Wed, Aug 7, 2013 at 7:42 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]
>
>
> On 7 August 2013 12:23, Jordan Silberman <[email protected]> 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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