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One of the numerical characteristics of a probability distribution; it is a particular case of a quantile. The $j$-th percentile is defined as the quantile $K_p$ corresponding to the value of $p$ equal to $j/100$, for $j=0,\ldots,99$. For a continuous strictly-monotone distribution function $F(x)$, the $j$-th percentile is the solution to

$$F(x)=\frac{j}{100},$$

$j=0,\ldots,99$. In mathematical statistics, the set of percentiles gives a good picture of the distribution. Percentiles are also called centiles or procentiles.


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References

[a1] Ph.H. Dubois, "An introduction to psychological statistics" , Harper & Row (1965) pp. 412ff
How to Cite This Entry:
Percentile. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Percentile&oldid=31604
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article