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  2. Quantile function - Wikipedia

    en.wikipedia.org/wiki/Quantile_function

    Quantile functions are used in both statistical applications and Monte Carlo methods. The quantile function is one way of prescribing a probability distribution, and it is an alternative to the probability density function (pdf) or probability mass function, the cumulative distribution function (cdf) and the characteristic function.

  3. Quantile - Wikipedia

    en.wikipedia.org/wiki/Quantile

    For any population probability distribution on finitely many values, and generally for any probability distribution with a mean and variance, it is the case that +, where Q(p) is the value of the p-quantile for 0 < p < 1 (or equivalently is the k-th q-quantile for p = k/q), where μ is the distribution's arithmetic mean, and where σ is the ...

  4. Quartile - Wikipedia

    en.wikipedia.org/wiki/Quartile

    The first quartile (Q 1) is defined as the 25th percentile where lowest 25% data is below this point. It is also known as the lower quartile. The second quartile (Q 2) is the median of a data set; thus 50% of the data lies below this point. The third quartile (Q 3) is the 75th percentile where

  5. Percentile - Wikipedia

    en.wikipedia.org/wiki/Percentile

    The 25th percentile is also known as the first quartile (Q 1), the 50th percentile as the median or second quartile (Q 2), and the 75th percentile as the third quartile (Q 3). For example, the 50th percentile (median) is the score below (or at or below, depending on the definition) which 50% of the scores in the distribution are found.

  6. Interquartile range - Wikipedia

    en.wikipedia.org/wiki/Interquartile_range

    It is defined as the difference between the 75th and 25th percentiles of the data. [2] [3] [4] To calculate the IQR, the data set is divided into quartiles, or four rank-ordered even parts via linear interpolation. [1] These quartiles are denoted by Q 1 (also called the lower quartile), Q 2 (the median), and Q 3 (also called the

  7. Q–Q plot - Wikipedia

    en.wikipedia.org/wiki/Q–Q_plot

    In statistics, a Q–Q plot (quantilequantile plot) is a probability plot, a graphical method for comparing two probability distributions by plotting their quantiles against each other. [1] A point ( x , y ) on the plot corresponds to one of the quantiles of the second distribution ( y -coordinate) plotted against the same quantile of the ...

  8. Five-number summary - Wikipedia

    en.wikipedia.org/wiki/Five-number_summary

    These quartiles are used to calculate the interquartile range, which helps to describe the spread of the data, and determine whether or not any data points are outliers. In order for these statistics to exist, the observations must be from a univariate variable that can be measured on an ordinal, interval or ratio scale .

  9. Percentile rank - Wikipedia

    en.wikipedia.org/wiki/Percentile_rank

    The figure illustrates the percentile rank computation and shows how the 0.5 × F term in the formula ensures that the percentile rank reflects a percentage of scores less than the specified score. For example, for the 10 scores shown in the figure, 60% of them are below a score of 4 (five less than 4 and half of the two equal to 4) and 95% are ...