You are not currently logged in.
Access JSTOR through your library or other institution:
Sample Quantiles in Statistical Packages
Rob J. Hyndman and Yanan Fan
The American Statistician
Vol. 50, No. 4 (Nov., 1996), pp. 361-365
Stable URL: http://www.jstor.org/stable/2684934
Page Count: 5
Preview not available
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.
The American Statistician © 1996 American Statistical Association