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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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