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Sample Quantiles in Statistical Packages

Hyndman, Rob J., Fan, Yanan·1996·The American Statistician

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.

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Metadata

Authors
Hyndman, R. J., & Fan, Y.
Venue
The American Statistician
Published
1996-11
Volume
50
Issue
4
Pages
361-365
ISSN
  • 0003-1305 (ISSN-L)
  • 1537-2731
OpenAlex
W1985710418
Cited by
1,183
References
0
FWCI
0.79
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Sample Quantiles in Statistical Packages. https://app.cochat.ai/papers/10.1080/00031305.1996.10473566
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Hyndman, R. J., & Fan, Y. (1996). Sample Quantiles in Statistical Packages. The American Statistician. https://doi.org/10.1080/00031305.1996.10473566

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