All Questions
5 questions
0
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Best practice for estimating values between 5% and 95% CIs for multimodal distribution
How can I improve my quantile estimation method for estimating values between the 5% and 95% confidence intervals for a multimodal distribution (as a mixture of gaussians) ? Where the CI are only for ...
- 567
5
votes
3
answers
5k
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Build a (normal?) distribution from $n$, quartiles and mean?
I have some data that is described by $n$, quartiles (+ additional quantile point) and the mean. Is it possible to rebuild or model this distribution from these statistics? As the median and the ...
- 153
4
votes
1
answer
2k
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The correct way to fit a normal distribution to truncated/trimmed data
I have data where I believe that most of it is normally distributed, but a few extreme outliers are drawn from a different distribution. To estimate the mean and variance of the normal part of my ...
- 269
0
votes
1
answer
874
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Computing a bound on the percentile of the normal distribution's CDF
Let $X\sim\mathcal N(0,1)$ be a normal random variable and $\alpha>1/2$.
The $\alpha$ percentile of $X$ is usually denoted as $Z_\alpha$ and satisfies $\alpha = \int_{-\infty}^{Z_\alpha}\frac{1}{\...
2
votes
1
answer
578
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References on how to calculate quantile of a population from a small sample
I'm a novice in statistics. I need to study a problem that basically consists in checking if the 5% quantile of a population (that can be assumed normally distributed) is above or below a given value ...
- 449