Questions tagged [percentile]

A value representing the lowest $n$ percent of the values in a data set or of the possible values of a random variable.

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percentile calculation on group of data?

So I know how to calculate percentile on a simple data set: lets say student grades are 38, 47, 49, 58, 60, 65, 70, 79, 80, 92 Number of scores below 70 = 6 Using the percentile formula, Percentile = ...
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Interpretation of Value at Risk and its relationship with the upper percentile

I found this definition of VaR (Value at Risk) in a paper: VaR is defined as the “possible maximum loss over a given holding period within a fixed confidence level”. That is, mathematically, VaR at ...
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Calculate $1^{st}$ and last percentile without sorting data

Is there a method of calculating percentiles (even approximately) without sorting data? I have a lot of data points and I need to find rough min and max values, while ignoring some spikes in the data, ...
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Percentile of a discrete distribution with degenerate scores

I have a ranked dataset of 100 entries, where 10 entries have score 1 and 90 have score 0. How to interpret the first percentile of this dataset? Does this consist of the 10 entries with score 1? If ...
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Understanding the notion of percentiles [closed]

I want to preface this by saying I am a beginner in probability. I recently began reading the book "Algorithms to Live By", and so have been thinking about the optimal stopping problems for ...
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How to interpret covariance(A,B) divided by percentile rank of std dev(A)?

Is there a way to make meaning of it? I was thinking that maybe because the covariance is divided by the percentile rank of std dev of A, the magnitude of A is to a degree bounded. But how does it ...
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Find percentile of Discrete Probability Distribution

This is just a hypothetical question that I had (I made this question myself, just am curious about something). What if we were trying to find the $20\text{th}$ percentile in a discrete probability ...
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Correct statistical method to test for a change in percentile (not mean)?

I want to test the impact of a process change on an operational metric, which is a continuous variable. I have two data sets, pre-test and post-test. Both data sets represent the entire population of ...
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Notation for a set of quantiles

Is there a formal notation for a set of quantiles of for instance x, a numerical array? This answer suggests the notation for percentile is Pi (though what to do if you already have a variable P is ...
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Estimating probability of experiencing 100th percentile: is this a valid approach?

Say you work on a website. When someone accesses the website in their browser, then the website makes 5 more calls to different services to load the remaining content. The issue is, until all content ...
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On describing percentiles within quartiles

In describing the relationship between percentiles and quartiles of a data set, is it accurate to say that the percentiles belonging to the first quartile range from the zeroth to the 24th percentile? ...
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Multi conditional probability question

I am throwing one red, one blue and one yellow ball on a grid type table and log each trial. I log the distance of red and blue balls to the yellow one. After 100 trial, i have a historical data and ...
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How do you pronounce 0.1st percentile?

I'm analyzing some out of range values that are either really high (above the 99.9th percentile) or really low (below the 0.1st percentile). How would you pronounce 0.1st percentile?
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Calculating Percentiles on a large and constantly changing set

Background: Let S be a set of scores. These scores can be any positive real number. The size of S is large. A specific score s is subject to change frequently. I would like to tell each user (a user ...
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Is there a formula to assign a 0 to 5 score by comparing your value against the min and the max of a range?

Lets say I have a database of customers with how much they spent so something like Jim 100 Bob 300 Tim 14 Sarah 43 Rob 945 Jake 3,000 etc What I want to do is then assign each customer a ...
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How do I find the percentile of a distribution with information only about mean, variance, skewness and kurtosis? [closed]

e.g., if my data distribution has 4 points, with a mean of 5, skewness 13, kurtosis 220 and variance 11, how do I find the 75th percentile? Or is this example a very special case?
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Ambiguity between methods of calculating quartiles. Which method is more correct? [duplicate]

I am having confusion between two methods of calculating the first quartiles. Let me explain by an example: $A = [1,2,3,4,5]$ The method that I know: To find the first quartile in the list above I ...
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How to calculate lower percentiles (10th, 25th, 40th, etc.) given the 50th percentile and a bunch of upper ones?

I have a data set that has data for the 50th, 60th, 70th, 75th, 80th, 85th, 90th, and 95th percentiles. I am trying to figure out how I should go about calculating the lower percentiles I need (10, ...
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How to find the $60$th percentile of pdf?

The pdf of $x$ is $f(x) = .1$ with the interval $3 < x < 13$ This problem requires me to find the $60$th percentile. I assume that I need to solve for the interval from $3$ to $13$ of this ...
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How to get a probability function from percentiles, average, etc.?

I have the average, minimum, maximum and p50, p90 and p99 percentiles about the time to takes a website to return an answer. Anyway, I can get other percentiles, like p10, p20, p30, etc. How can I ...
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