I haveI'm going to collect a sample of data that I believe comes from aan unknown, likely continuous, probability distribution. I'd like to calculate this distribution soI don't really know anything about the data other than that it's somewhat chaotic. I canwant to know how to calculate anya given percentile I want.
Suppose, forFor example, I have a set ofsuppose the dataset is 10 items, and I'd likebut I want to findcalculate the distribution's 95th percentile (the dataset isn't actually that small, this is just an example.) 95% of the underlying distribution10 is 9. How would I5, and obviously there's no 9.5th smallest item.
So how do I calculate a percentile of this unknown distribution?