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How to estimate with confidence the quantiles of an unknown random variable using sample mean and variance?
Let $X$ be a uniform distribution of inputs to be used for sampling. Let $f(x)$ be an expensive function. If we take samples from $X$ and give them as input to $f$ we get outputs $y_1, y_2, \ldots, ...
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Estimate population quantiles from subpopulations' quantiles
Suppose there is a population partitioned arbitrarily into a set of subpopulations that completely cover the original population. Assume that for some variable, we know each subpopulation's quintiles ...