Percentiles of exponential data
If 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.
A data point can be [http://www.statsoft.com/textbook/glose.html classified as extreme]