Percentile Definitions |
You can use the PCTLDEF= option to specify one of five definitions for computing quantile statistics (percentiles). Suppose that is the number of nonmissing values for a variable and that represent the ordered values of the analysis variable. For the tth percentile, set .
For the following definitions numbered 1, 2, 3, and 5, express as
where is the integer part of , and is the fractional part of . For definition 4, let
The tth percentile (call it ) can be defined as follows:
weighted average at
where is taken to be .
observation numbered closest to
where is the integer part of if . If , then if is even, or if is odd.
empirical distribution function
weighted average aimed at
where is taken to be .
empirical distribution function with averaging