One of the difficulties when dealing with percentiles is estimating error of the estimated percentile values, which is not necessarily trivial compared to estim

One of the difficulties when dealing with percentiles is estimating error of the estimated percentile values, which is not necessarily trivial compared to estimating error of mean approximation (e.g. see https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6294150/ https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6294150/)