scipy / stats : quantiles using sample weights from survey data

Christopher Barrington-Leigh christopherbl at gmail.com
Thu Aug 5 00:08:11 CEST 2010


There is a function scipy.stats.mstats.mquantiles  that returns
quantiles for a vector of data.
But my data should not be uniformly weighted in an estimate of the
distribution, since they are from a survey and come with estimated
sampling weights based on the stratification used in sampling.

Is there a routine to calculate these quantiles taking into account
the survey weights?  I can find nothing, so maybe you have had the
same problem and written something.

Thanks!



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