I just read the documentation and in specific this page, but I can not figure out one example (for example use case of this functions in analytics) in which I will use this, please could you help me with this mind-stopper?
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If the examples in Michael Paquier's blog post you are referring to are not enough, there is another one in the manual:
SELECT percentile_disc(0.5) WITHIN GROUP (ORDER BY income) FROM households;
With detailed explanation:
There is a subclass of aggregate functions called ordered-set aggregates for which an order_by_clause is required, usually because the aggregate's computation is only sensible in terms of a specific ordering of its input rows. Typical examples of ordered-set aggregates include rank and percentile calculations. For an ordered-set aggregate, the order_by_clause is written inside
WITHIN GROUP (...)
, as shown in the final syntax alternative above. [...]
There is more, read the manual.
Still not enough? Depesz also posted a detailed blog post.

Erwin Brandstetter
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The last link has some good examples. Thank you. (The documentation and the other link I posted, had examples but didn't show a use case as the link you suggested ). – nanounanue Mar 25 '15 at 13:19