Mike wrote: > 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?
Look up "order statistics" in any introductory book on the theory of statistics. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
