Unfortunately, there is no weighted built-in functions in Python. If we want to get some weighted percentiles by Python, one possible method is to extend the list of data, letting the values of weight as the numbers of elements, which is discussed in a Stack Overflow poster . For example, if we have a data like, score weight 5 2 4 3 2 4 8 1 we firstly extend the list of scores to {5, 5, 4, 4, 4, 2, 2, 2, 2, 8}, and then find the percentiles such as 10% or 50% percentile. The limitations of this method are, (1) weight must be integers; (2) values of weight cannot be very large. What if we want to calculate the weighted percentiles of a large dataset with very large non-integer weights? In this article, I want to show you an alternative method, under Python pandas. step1: given percentile q, (0<=q<=1), calculate p = q * sum of weights; step2: sort the data according the column we want to calculate the weighted percentile thereof;