FAQ/percentile102013-03-08 10:17:24localhostconverted to 1.6 markup92007-11-07 15:44:48PeterWatson82007-11-07 15:44:01PeterWatson72007-11-07 15:37:38PeterWatson62007-11-07 15:08:30PeterWatson52007-11-07 15:07:10PeterWatson42007-01-25 15:59:58PeterWatson32006-07-20 13:31:38pc0082.mrc-cbu.cam.ac.uk22006-07-20 13:29:08pc0082.mrc-cbu.cam.ac.uk12006-07-20 13:28:55pc0082.mrc-cbu.cam.ac.ukPercentiles of exponential data and use in outlier detectionIf the data follows an exponential distribution (test this by using Kolmogorov-Smirnov test in SPSS and choosing the exponential option). Then - (Mean score) (LN(1- PERC/100 )) gives the threshold of the PERC% percentile. This follows from P(X < x) = 1 – EXP(-R*x) where rate, R, is estimated from the sample data by 1/mean. These percentiles may be used to classify a data point as extreme since outliers are defined as either > 75th percentile + 1.5 * (75th perc - 25th perc) or < 25th percentile - 1.5 * (75th perc - 25th perc)