Quantile estimation from grouped data: the cell midpoint
作者:
Bruce W. Schmeiser,
Stuart Jay Deutsch,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1977)
卷期:
Volume 6,
issue 3
页码: 221-234
ISSN:0361-0918
年代: 1977
DOI:10.1080/03610917708812041
出版商: Marcel Dekker, Inc.
关键词: simulation;Monte Carlo;histogram
数据来源: Taylor
摘要:
Data are often collected in histogram form, especially in the context of computer simulation. While requiring less memory and computation than saving all observations, the grouping of observations in the histogram cells complicates statistical estimation of parameters of interest. In this paper the mean and variance of the cell midpoint estimator of the pthquantile are analyzed in terms of distribution, cell width, and sample size. Three idiosyncrasies of using cell midpoints to estimate quantiles are illustrated. The results tend to run counter to previously published results for grouped data.
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