Quantiles (also known as fractiles) are used to determined the relative position of a value in relation with other values in a numerical set.
Let's consider an ascending ordered series (AOS); quantiles are the values that divide this series into “equal groups”, groups which contain equal, or approximately equal, number of elements. So median is a type of quantile.
Besides median, the most popular quantiles are percentiles and quartiles.
Percentiles are values dividing an AOS into 100 equal groups. So `p^(th)` percentile of an AOS, symbolized as `P_p`, is a value that (Fig. 1):
Fig. 1 `p^(th)` percentile of an ascending ordered series
We can notice that median is the same as 50th percentile.
In practice, to determine `p^(th)` percentile of an AOS, we:
Example : What is the `80^(th)` percentile of an AOS consisting of 247 numbers.
Quartiles are the values, symbolized as `Q_1`, `Q_2`, `Q_3`, dividing an AOS into 4 equal groups (Fig. 2).
Fig. 2 Quartiles
Hence `Q_1` is the same as `25^(th)` percentile, `Q_2` is the same as `50^(th)` percentile or median, and `Q_3` is the same as `75^(th)` percentile.
So for the AOS consisting of 247 number in the previous example
Quartiles can express, at the same time, the central tendency and degree of dispersion. So they are widely used in data description and data analysis.
Box plot is the visualization of quartiles, it is extensively used to illustrate the distribution of a variable. This plot can be horizontal or vertical. Fig. 3 is the horizontal box plot of 150 numbers taken randomly in the range [0 - 1000].
Fig. 3 Components of a box plot
Box plot consists of :
There are several options for the other ends of whiskers, the most popular are:
`R` is the maximal length of whiskers. It is the product of `IQR` and whisker coefficient (common value is 1,5).
This web page was last updated on 01 December 2018.