T-SQL: Calculating the Nth Percentile Value from column

If you want to get exactly the 90th percentile value, excluding NULLs, I would suggest doing the calculation directly. The following version calculates the row number and number of rows, and selects the appropriate value:

select max(case when rownum*1.0/numrows <= 0.9 then colA end) as percentile_90th
from (select colA,
             row_number() over (order by colA) as rownum,
             count(*) over (partition by NULL) as numrows
      from t
      where colA is not null
     ) t

I put the condition in the SELECT clause rather than the WHERE clause, so you can easily get the 50th percentile, 17th, or whatever values you want.

WITH
  percentiles AS
(
  SELECT
    NTILE(100) OVER (ORDER BY ColA) AS percentile,
    *
  FROM
    data
)
SELECT
  *
FROM
  percentiles
WHERE
  percentile = 90

Note: If the data has less than 100 observations, not all percentiles will have a value. Equally, if you have more than 100 observations, some percentiles will contain more values.