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Working with real-world data to estimate confidence intervals of quantiles, using Bootstrap.

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Quantile Estimation

Working with real-world data to estimate confidence intervals of quantiles, using Bootstrap.

Bootstrap

We use the Bootstrap method to estimate the confidence we have when computing "high quantiles", which represent (highly) unlikely occurences within the data. The quantiles are defined as follows:

More details can be found in the full report.

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Working with real-world data to estimate confidence intervals of quantiles, using Bootstrap.

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