Percentile
From Encyclopedia of Mathematics
One of the numerical characteristics of a probability distribution; it is a particular case of a quantile. The 
-th percentile is defined as the quantile 
corresponding to the value of 
equal to 
, for 
. For a continuous strictly-monotone distribution function 
, the 
-th percentile is the solution to
 |
. In mathematical statistics, the set of percentiles gives a good picture of the distribution. Percentiles are also called centiles or procentiles.
Comments
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=18720
Percentile. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Percentile&oldid=18720
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article