The same result on ActiveState 5.12.2 64-bit on the Windows platform. You answered your question: it does not work as described.
use strict;
use warnings;
use Statistics::Descriptive;
use Math::Bigint;
use 5.012;
my @data = ( -2, 7, 7, 4, 18, -5 );
my $stat = Statistics::Descriptive::Full->new();
$stat->add_data(@data);
say(Math::BigInt->is_inf($stat->percentile(0)));
returns 0
Edit: as rafl points out, on Windows it perl -e "print(9**9**9);"will be 1.#INFinstead inf. Since inf, apparently, it is not yet implemented in my version, the Statistics package will not be able to return infand returns undefined.
Edit2: As it turns out, OP works on Linux and may return inf, probably the error is related to the package Statistics::Descriptive.