[R] estimating quantiles from binned data
Russell Senior
seniorr at aracnet.com
Sun Sep 14 11:03:12 CEST 2003
Suppose I have a set of binned data, counts exceeding a series of
arbitrary thresholds, a total N, a minimum and maximum, those sorts of
things. Is there a "standard" method for estimating arbitrary
quantiles from this?
My initial thought is that the counts and min/max give me solutions at
various points along the empirical cdf. As the data are roughly
log-normal, I thought maybe I could use piece-wise log-normal
distributions between these points to estimate the arbitrary quantiles
I am interested in.
Are there "better thought out" methods than this?
Thanks!
--
Russell Senior ``shtal latta wos ba padre u prett tu nashtonfi
seniorr at aracnet.com mrlosh'' -- Bashgali Kafir for ``If you have
had diarrhoea many days you will surely die.''
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