[R] estimating quantiles from binned data
spencer.graves at pdf.com
Sun Sep 14 12:33:48 CEST 2003
Have you considered making a normal probability plot? This should help
you evaluate the appropriatness of interpolating a log-normal. The
image of a mixture of lognormals would suggest limits on the accuracy of
hope this helps.
Russell Senior wrote:
> 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?
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