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Sampling errors of quantile estimations from finite samples of data

2016/10/11 by Philippe Roy, Roy, Philippe, René Laprise +3
Earth and Planetary Sciences · Environmental Science · #Atmospheric and Oceanic Physics (physics.ao-ph) #Climate variability and models #FOS: Computer and information sciences #FOS: Physical sciences #Meteorological Phenomena and Simulations #Methodology (stat.ME)

paper · pdf · doi:10.48550/arxiv.1610.03458

openalex publication_date 2016/10/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a scaling factor times the standard error of the mean; these give a quick tool to estimate the uncertainty of quantiles for a given finite sample size.

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