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jomni
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Posts: 999
Joined: January 26th, 2005, 11:36 pm

How to statisticlaly test percentiles?

July 28th, 2009, 7:39 am

Is there a statistical test for percentiles?For example I compute the 95th percentile of a data set. Then from the same data set remove and add a few observations and compute for the 95th percentile again. How do I test if the new percentile is statistically different from the previous percentile under a certain confidence level?
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