Percentiles of Certain Probability Distributions
The percentile of a probability distribution is the point , such that the area under the density to the left of is . In this Demonstration, the value of the percentile is marked by the vertical segment. Notice that is both the blue area—the area under the density to the left of —and the value marked by the horizontal red line—the value of the cumulative distribution function (the purple curve) at
In Mathematica, the percentile of the probability distribution dist is obtained by Quantile[dist, p].