%0 Journal Article %1 citeulike:1873437 %A Hyndman, Rob J. %A Fan, Yanan %D 1996 %I American Statistical Association %J The American Statistician %K 60-01-probability-instructional-exposition %N 4 %P 361--365 %R 10.2307/2684934 %T Sample Quantiles in Statistical Packages %U http://dx.doi.org/10.2307/2684934 %V 50 %X 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.

@article{citeulike:1873437, abstract = {{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.}}, added-at = {2017-06-29T07:13:07.000+0200}, author = {Hyndman, Rob J. and Fan, Yanan}, biburl = {https://www.bibsonomy.org/bibtex/2c1268b82a6a2ff24356d4464de461450/gdmcbain}, citeulike-article-id = {1873437}, citeulike-attachment-1 = {hyndman_96_sample_33537.pdf; /pdf/user/gdmcbain/article/1873437/33537/hyndman_96_sample_33537.pdf; 6c4ac00cbfb0a308e2a0e5baec69a253b3113b29}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/2684934}, citeulike-linkout-1 = {http://www.jstor.org/stable/2684934}, doi = {10.2307/2684934}, file = {hyndman_96_sample_33537.pdf}, interhash = {24c1a5aa5f2a2716c3eb5b274529a11b}, intrahash = {c1268b82a6a2ff24356d4464de461450}, issn = {00031305}, journal = {The American Statistician}, keywords = {60-01-probability-instructional-exposition}, month = nov, number = 4, pages = {361--365}, posted-at = {2008-03-04 04:03:55}, priority = {2}, publisher = {American Statistical Association}, timestamp = {2017-06-29T07:13:07.000+0200}, title = {{Sample Quantiles in Statistical Packages}}, url = {http://dx.doi.org/10.2307/2684934}, volume = 50, year = 1996 }