[jira] [Work logged] (MATH-1551) Compute Percentile with Weighted Samples

[ASF GitHub Bot (Jira)]

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https://issues.apache.org/jira/browse/MATH-1551?focusedWorklogId=463332&page=com.atlassian.jira.plugin.system.issuetabpanels:worklog-tabpanel#worklog-463332
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ASF GitHub Bot logged work on MATH-1551:
----------------------------------------

                Author: ASF GitHub Bot
            Created on: 26/Jul/20 11:28
            Start Date: 26/Jul/20 11:28
    Worklog Time Spent: 10m 
      Work Description: coveralls commented on pull request #157:
URL: https://github.com/apache/commons-math/pull/157#issuecomment-663976272


   
   [![Coverage 
Status](https://coveralls.io/builds/32326259/badge)](https://coveralls.io/builds/32326259)
   
   Coverage decreased (-0.1%) to 90.825% when pulling 
**88e07f599dacac7d226c68ea2d9e6d3807defcdb on 
iii-org-tw:MATH-1551-WeightedPercentile** into 
**d0ed03c953bf436fc4dc32260c6018a7791c9efc on apache:master**.
   


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Issue Time Tracking
-------------------

    Worklog Id:     (was: 463332)
    Time Spent: 20m  (was: 10m)

> Compute Percentile with Weighted Samples
> ----------------------------------------
>
>                 Key: MATH-1551
>                 URL: https://issues.apache.org/jira/browse/MATH-1551
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 4.0
>            Reporter: institute for information industry
>            Priority: Major
>              Labels: features, newbie
>             Fix For: 4.0
>
>         Attachments: Percentile.java
>
>          Time Spent: 20m
>  Remaining Estimate: 0h
>
> The class Percentile only support estimation on non-weighted samples.
> I've implement some function to estimate percentiles of weighted samples.
> here is the reference: 
> [https://stats.stackexchange.com/questions/13169/defining-quantiles-over-a-weighted-sample]!https://mail.google.com/mail/u/0?ui=2&ik=6059a2f2a6&attid=0.1&permmsgid=msg-a:r-8896240918589631988&th=1737bdaafc3e228f&view=fimg&sz=s0-l75-ft&attbid=ANGjdJ_GwCQ-hqi0o7ZJTEqcl6JLYbFiR2Y1sqxPL8jDNzheraAkX0beEUtAM4BYI2v_5XGvzCPj2gTBQutHT9bF8hYh7MgdiGYZhn0HtDuVswuCSuwy8aJVsvy3EqI&disp=emb&realattid=ii_kcyrjgea0!
>  
> When all weights are equal to each other, it works like estimation on 
> non-weighted samples under R-7.
> I can't find formulas for other rules but at least, now it can evaluate 
> percentile for weighted samples.



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