I have the following problem.
The following code
library(tidyverse)
set.seed(1234)
df1 <- data.frame(x = rnorm(1000), group = "a")
df2 <- data.frame(x = rnorm(1000, mean = -1), group = "b")
df <- bind_rows(df1, df2)
df %>%
ggplot(aes(x = x, fill = group))
geom_density(alpha = 0.5)
geom_vline(aes(xintercept = quantile(x[group=="a"], probs = 0.05, names = FALSE)), color = "firebrick")
theme_light()
produces this plot:
The red line is the 0.05 quantile of the curve A. So if I understand it correctly, the red line separates the A in 5% of the area is left and 95% of the area is right of the vertical line.
My question is: Given the 0.05 quantile of A, how much of B is left and right of the red vertical line? How can I calculate these numbers?
I hope it is clear what I am trying to achieve. Thank you for your help!
CodePudding user response:
Create an empirical cumulative distribution function:
q <- quantile(df[df$group=="a", "x"], probs = 0.05)
ecdf(df[df$group=="b", "x"])(q)
#[1] 0.255