You are viewing a plain text version of this content. The canonical link for it is here.

Posted to issues@commons.apache.org by "Gilles Sadowski (Jira)" <ji...@apache.org> on 2021/06/04 11:36:00 UTC

[jira] [Resolved] (MATH-1551) Compute Percentile with Weighted Samples

     [ https://issues.apache.org/jira/browse/MATH-1551?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles Sadowski resolved MATH-1551.
-----------------------------------
    Resolution: Implemented

> Compute Percentile with Weighted Samples
> ----------------------------------------
>
>                 Key: MATH-1551
>                 URL: https://issues.apache.org/jira/browse/MATH-1551
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 4.0
>            Reporter: institute for information industry
>            Priority: Major
>              Labels: features, newbie
>             Fix For: 4.0
>
>         Attachments: Percentile.java
>
>          Time Spent: 1h
>  Remaining Estimate: 0h
>
> 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]!https://mail.google.com/mail/u/0?ui=2&ik=6059a2f2a6&attid=0.1&permmsgid=msg-a:r-8896240918589631988&th=1737bdaafc3e228f&view=fimg&sz=s0-l75-ft&attbid=ANGjdJ_GwCQ-hqi0o7ZJTEqcl6JLYbFiR2Y1sqxPL8jDNzheraAkX0beEUtAM4BYI2v_5XGvzCPj2gTBQutHT9bF8hYh7MgdiGYZhn0HtDuVswuCSuwy8aJVsvy3EqI&disp=emb&realattid=ii_kcyrjgea0!
>  
> 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.



--
This message was sent by Atlassian Jira
(v8.3.4#803005)