scipy / stats : quantiles using sample weights from survey data

Aahz aahz at
Wed Aug 18 21:32:59 CEST 2010

In article <94bb6313-1b09-4eeb-9969-07d76048a361 at>,
Christopher Barrington-Leigh  <christopherbl at> wrote:
>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.

You should ask on the scipy mailing list.
Aahz (aahz at           <*>

"...if I were on life-support, I'd rather have it run by a Gameboy than a
Windows box."  --Cliff Wells

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