The docs for org.apache.commons.math.stat.descriptive.rank.Percentile state that "To compute percentiles, the data must be (totally) ordered." This is flat out wrong. Sorting first with quicksort leads to O(n lg n) time, and there are selection algorithms for selection that are O(n). Details can be found in the standard texts such as Introduction To Algorithms or Numerical Recipes.

If no one else cares to implement this, I certainly will within the next several weeks.

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