Returns weighted percentiles of a sample given the weight vector w

％ The idea is to give more emphasis in some examples of data as compared to

％ others by giving more weight. For example, we could give lower weights to

％ the outliers.

％ The motivation to write this function is to compute percentiles for Monte

％ Carlos simulations where some simulations are very bad (in terms of goodness

％ of fit between simulated and actual value) than the others and to give

％ the lower weights based on some goodness of fit criteria.