Mike writes: >I'd like to estimate the 95th percentile of a distribution p(X) >by making N independent measurements of X.
In addition to all the other good advice you have received, you might want to also look at tolerance intervals. Here's a good reference: Statistical Intervals: A Guide for Practitioners. Gerald J. Hahn, William Q. Meeker (1991) New York: John Wiley & Sons. Steve Simon, [EMAIL PROTECTED], Standard Disclaimer. The STATS web page has moved to http://www.childrens-mercy.org/stats. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
