empirical quantiles

[#1]

Hello all,

Is there a way to recover the empirical quantiles (Example quantile at 99.865% and 0.135%) in the case that the data does not follow a normal distribution?

I cannot find it on JMP...

Thanks a lots for your answer,

Sebastien

[#2]

See Help > Scripting Index > Functions > Quantiles:

[#3]

Thanks for you reply.

How do you apply the quantile function to a to JMP column from a dataset?

I have some difficulties to do that...

Sebastien

[#4]

There may be a better way( see Mark's answer above) , or a more correct way to estimate the values you want.  All I am doing is interpolating the value from the known percentiles above and below.  

Here is an example of finding 99.865 when the 90th and 100th percentiles are known.

Names Default To Here( 1 );
p90 = 68;
p100 = 70;
p99865 = (99.865 - 90) / (100 - 90) * (p100 - p90) + p90;