In reply to Rick Wicklin.

Rick,
Yes.You only fit the quantiles (not the mean) but still got a closed mean value.
I think the reason is the max value($14,889.20) is far away from then true value($30,000).
If I add min and max value into quantiles list and I got the more biase mean value($268.94).

data Quantiles;
input Amount Prob;
ECDF + Prob;
datalines;
2 0.01
25 0.15
50 0.16
100 0.21
250 0.25
30000 0.21
;

Analysis Variable : AMOUNT
Minimum Mean Median Maximum
2.89 268.94 100.36 14306.53