Greetings all, I'd like to estimate the 95th percentile of a distribution p(X) by making N independent measurements of X. I'm assuming that the 95th percentile of measurements is the best estimate of the 95th percentile for the distribution.
Is this halfway reasonable? Do I need to make strong assummptions about the shape of p(X)? How would I arrive at the s.d. of the estimate, or some other indicator of quality? Thanks for your help . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
