Anybody out there have a statistics background?

[BruceG]

Technically, this is not a VB question, but in my latest project I need to apply some statistics calculations. Does anyone know the formula for calculating "weighted percentiles" for a group of values? (I know how to get "regular" percentiles.)

[Sam Finch]

I've done quite a bit of statistics, what exactly do you mean by Weighted percentiles? I can never remember the exact definitions for different terms (statistics si full of different names for similar formulae and I can never remember them all)

[BruceG]

Part of the problem is that I'm creating some of the functionality of an old (gulp)COBOL program into this VB project, and folks here are having trouble recollecting exactly what these values are supposed to represent.

Anyway, "regular" percentiles deal with a sorted array of values. To get the value at the 25th perecentile in an array containing 11 elements, you calculate the position in the array (1-based) as follows:
(11 * 25)/100 = 2.75 (if the result has a remainder, add 1 to the result, so you get 3). Therefore the item at index (3) in the array represents the value at the 25th percentile.

With "weighted percentiles", the array of values has an associated list of values, or weights, that somehow affect the calculation above. This is what I'm trying to find.

[Edited by BruceG on 08-07-2000 at 11:07 AM]

[Sam Finch]

Ok, I think I've got you (something is stirring in the obscure part of my brain that listened in Statistics lectures)

so you should have a UDT like this

Private Type ArrayMember
    Value As Double
    Weight As Double
End Type

So, if you have an Array

Dim Data() As ArrayMember

You Can Get the Weighted Percentile Something like this

Private Type ArrayMember
    Value As Double
    Weight As Double
End Type

Dim uData() As ArrayMember

Private Function WeightedPercentile(Percentile as Single) As Double 
'NB, Percentile is a single because it is still valid to get the 10.5th percentile etc

Dim dblTotal As Double
Dim dblRequredValue As Double
Dim i As Integer

'Check we have a valid Percentile
If (Percentile < 0) OR (Percentile > 100) Then _
    Exit Sub

'Get the Total Value of the Array
dblTotal = GetArrayTotal

'Get the Value we Need
dblRequiredValue = dblTotal * dblPercentile / 100

'Now we no longer need the Total Value of the Array, so dblTotal will be a running Total

dblTotal = 0

For i = LBound(uData) To UBound(uData)

    'Add The Weight of the member to our total
    dblTotal = dblTotal + uData(i).Weight
    
    If dblTotal > dblRequiredValue Then _
        Exit For

Next i

WeightedPercentile = uData(i).Value

Exit Function


Private Function GetArrayTotal() As Double

Dim i As Integer
Dim dblRunningTotal As Integer


For i = LBound(uData) To UBound(uData)

    'Add The Weight of the member to our total
    dblTotal = dblTotal + uData(i).Weight

Next i

GetArrayTotal = dblRunningTotal

Exit Function

That'lll work

[BruceG]

You got it, Sam! I desk-checked your logic, applying it to the results on this old green-bar report here and it worked perfectly. Thank you very much!

BTW (not to bite the hand that feeds me) but you had two typos in your code: In GetArrayTotal, where you have "dblTotal", it should be "dblRunningTotal"; and in the WeightedPercentile function, "dblPercentile" should just be "Percentile". But no problem, I saw exactly what you were doing.

Again, much thanks - I had been searching on the net and in old Statistics books all weekend to no avail.

[Sam Finch]

Sorry about the typos, I typed the code straigt in without checking, I didn't have VB open at the time, and checking it properly would have meant making up a whole **** load of data, which I didn't want to do. So I didn't check it at all, I'm usually fairly good at typing it in right, but not today. Fortunatly they were all invalid names, rather than the name of the wrong variable, which would have confused you.