Hi all,
I would like to calculate the weighted percentile defined as the following:
Value,Weight
1,3
2,2
3,1
4,4
5,5
6,6
7,7
8,8
9,3
10,2
In the above example, if I calculate the 25th weighted percentile, I would calculate that the sum of the total weights are 41 and so the 25th percentile would be the value corresponding to the 10th or 11th in weight which would be 4 or 5 in this case. Similarly the 75th weighted percentile would be corresponding to 30/31 which in this case would be 8. Any suggestions would be helpful.
Thanks,
Andrew
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