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  1. Commons Math
  2. MATH-1551

Compute Percentile with Weighted Samples

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    Details

    • Type: New Feature
    • Status: Resolved
    • Priority: Major
    • Resolution: Implemented
    • Affects Version/s: 4.0
    • Fix Version/s: 4.0
    • Labels:

      Description

      The class Percentile only support estimation on non-weighted samples.

      I've implement some function to estimate percentiles of weighted samples.

      here is the reference: https://stats.stackexchange.com/questions/13169/defining-quantiles-over-a-weighted-sample

       

      When all weights are equal to each other, it works like estimation on non-weighted samples under R-7.

      I can't find formulas for other rules but at least, now it can evaluate percentile for weighted samples.

        Attachments

        1. Percentile.java
          54 kB
          allen yu

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            • Assignee:
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              Reporter:
              iii-org-tw institute for information industry
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