Calculate probability from a given quantile

Question

Given a set of real numbers stored in a data frame df under a column A, and an element r in this set, how would you solve the following 'equation' for q:

r = quantile(df$A, q)

Thanks for any help.

possible duplicate of [How do I calculate the probability for a given quantile in R?](http://stackoverflow.com/questions/9123800/how-do-i-calculate-the-probability-for-a-given-quantile-in-r) — Waldir Leoncio, Feb 14 '14 at 13:50

score 5 · Accepted Answer · edited Jun 20 '20 at 09:12

5

In ?quantile we can read

See Also

ecdf for empirical distributions of which quantile is an inverse

Thus:

x <- rnorm(100)

r <- quantile(x, 0.05)
#       5% 
#-1.469996 

Fn <- ecdf(x)
Fn(r)
#[1] 0.05

edited Jun 20 '20 at 09:12

Community

1
1

answered Dec 07 '12 at 12:04

Roland

127,288
10
191
288

If you're just running a quick check, you can do it in one line, as `ecdf(x)(r)`. – Waldir Leoncio Feb 14 '14 at 14:02

Calculate probability from a given quantile

1 Answers1