You can use the PCTLDEF= option to specify one of five definitions for computing quantile statistics (percentiles). Let n equal the number of nonmissing values for a variable, and let represent the ordered values of the process variable. For the tth percentile, set , and express as
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where j is the integer part of , and g is the fractional part of .
The tth percentile (call it y) can be defined in five ways, as described in the next five sections.
This uses the weighted average at
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where is taken to be .
This uses the observation numbered closest to
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where i is the integer part of .
This uses the empirical distribution function
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This uses the weighted average aimed at
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where , and where is taken to be .
This uses the empirical distribution function with averaging
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