Sample Quantiles in Statistical Packages
作者:
RobJ. Hyndman,
Yanan Fan,
期刊:
The American Statistician
(Taylor Available online 1996)
卷期:
Volume 50,
issue 4
页码: 361-365
ISSN:0003-1305
年代: 1996
DOI:10.1080/00031305.1996.10473566
出版商: Taylor & Francis Group
关键词: Percentiles;Quartiles;Sample quantiles;Statistical computer packages.
数据来源: Taylor
摘要:
There are a large number of different definitions used for sample quantiles in statistical computer packages. Often within the same package one definition will be used to compute a quantile explicitly, while other definitions may be used when producing a boxplot, a probability plot, or a QQ plot. We compare the most commonly implemented sample quantile definitions by writing them in a common notation and investigating their motivation and some of their properties. We argue that there is a need to adopt a standard definition for sample quantiles so that the same answers are produced by different packages and within each package. We conclude by recommending that the median-unbiased estimator be used because it has most of the desirable properties of a quantile estimator and can be defined independently of the underlying distribution.
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