Comparing 99th percentiles

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Comparing 99th percentiles

Postby anandak » Fri Apr 25, 2008 3:53 pm

Hi, I was wondering if anyone can help me with this problem:

How do you determine whether the 99th percentile of a distribution is significantly different (at p < .05) from the 99th percentile of another distribution?

All help deeply appreciated

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Postby statman » Fri Apr 25, 2008 8:33 pm

While not specifically at any percentile, the chi sq can test association
See the note below

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99th percentile

Postby anandak » Mon Apr 28, 2008 12:57 pm

Hi Statman,

Thanks for your reply. Chi-square test is for testing association between two non-parametric variables. Can it be used in my case since the 99th percentile is from a interval variable.

Moreover we are comparing the 99th percentile of distribution/ variable A with the 99th percentile of another distribution/variable B - this is a test of difference between them. Thought we should use a parametric test but do not know which and how.

Any help appreciated.


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