Re: [R] how to compute the inverse percentile of a given observation w.r.t. a reference distribution

From: Dennis Murphy <djmuser_at_gmail.com>
Date: Wed, 25 May 2011 14:50:23 -0700

Hi:

On Wed, May 25, 2011 at 12:42 PM, rudi <rudi.strasser_at_gmail.com> wrote:
> Hi,
>
> can anyone help me to figure out how to compute the percentile of an
> individual observation with respect to a reference distribution.
>
> What I mean is. Let's assume I have a vector consisting of 10 numbers
> {3,5,8,1,9,5,4,3,5.5,7} and I want figure out what percentile the
> number 4.9 corresponds to. I failed to find any reference to such a
> function, although I would assume this must frequently be necessary.

The simple answer is, I believe,

x <- c(3,5,8,1,9,5,4,3,5.5,7)
plot(ecdf(x))
sum(x <= 4.9)/length(x)
[1] 0.4

This would correspond to the empirical cumulative distribution function (ecdf) to which Jorge alluded.

HTH,
Dennis

>
> Thanks in advance for you help.
>
> /Rudi
>
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>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Wed 25 May 2011 - 21:52:05 GMT

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