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Sample quantiles in statistical packages

Rob J. Hyndman, Yanan Fan

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, Vol. 50, No. 4. (1 November 1996), pp. 361-365, https://doi.org/10.1080/00031305.1996.10473566 
Key: INRMM:12889338

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