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Why can't you t-test p99 latency, and what's a valid alternative?

Source: allendowney.comadvanced

WHAT IT TESTS: Knowing percentiles are order statistics, not means. ANSWER OUTLINE: Explain that t-tests target means while p99 variance depends on tail density; propose bootstrap CIs or permutation tests. RED FLAG: Invoking CLT to justify a t-test on p99.

WHAT IT TESTS: Whether you know percentiles are order statistics with non-normal distributions, unlike means. ANSWER OUTLINE: First, note that a t-test compares means and fails for quantiles because tail density is low. Second, describe a bootstrap where you resample each group with replacement, compute p99 each time, and derive a confidence interval for the difference; alternatively, describe a permutation test pooling both groups, shuffling labels, and building a null distribution of percentile differences.

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Why can't you t-test p99 latency, and what's a valid alternative? · Tezvyn