[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?


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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