To analyze external tables using dbms_stats, remove the estimate_percent option.

Code:
BEGIN

      DBMS_STATS.gather_table_stats (ownname          => 'SCHEMA_OWNER',
                                     tabname          => 'EXTERNAL_TABLENAME',
                                     estimate_percent =>  DBMS_STATS.AUTO_SAMPLE_SIZE,
                                     method_opt       => 'for all columns size auto',
                                     cascade          => true
                                    );
END;
/
That wont work until you remove the estimate_percent clause, then it will!!