How to Estimate Percentiles and Confidence Intervals

How to Estimate Percentiles and Confidence Intervals
By CDC

Including percentiles whose estimate falls on a value that is repeated multiple times in the dataset
A common practice to calculate confidence intervals from survey data is to use large-sample normal approximations. Ninety-five percent confidence intervals on point estimates of percentiles are often computed by adding and subtracting from the point estimate a quantity equal to twice its standard error. This normal approximation method may not be adequate, however, when estimating the proportion of subjects above or below a selected value, especially when the proportion is near 0.0 or 1.0 or when the effective sample size is small. In addition, confidence intervals on proportions deviating from 0.5 are not theoretically expected to be symmetric around the point estimate. Further, adding and subtracting a multiple of the standard error to an estimate near 0.0 or 1.0 can lead to impossible confidence limits (i.e., proportion estimates below 0.0 or above 1.0). The approach used for the Report data tables (and for previous Reports) produces asymmetric confidence intervals consistent with skewed (nonnormal) biologic data distributions. ...

You can read the whole article here: http://www.cdc.gov/exposurereport/data_tables/appendix_a.html