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http://dx.doi.org/10.5351/CKSS.2011.18.6.707

Relationship between the Sample Quantiles and Sample Quantile Ranks  

Ahn, Sung-Jin (Department of Information Statistics, RINS & RICIC, Gyeongsang National University)
Publication Information
Communications for Statistical Applications and Methods / v.18, no.6, 2011 , pp. 707-716 More about this Journal
Abstract
Quantiles and quantile ranks(or plotting positions) are widely used in academia and industry. Sample quantile methods and sample quantile methods implemented in some major statistical software are at least seven, respectively. Small looking differences between the methods can make big differences in outcomes that result from decisions based on them. We discussed the characteristics and differences of the basic plotting position using the empirical cumulative probability and the six plotting positions derived from the suggestion of Blom (1958). After discussing the characteristics and differences of seven quantile methods used in the some major statistical software, we suggested a general expression covering all seven quantile methods. Using the insight obtained from the general expression, we proposed four propositions that make it possible to find the plotting position method that correspond to each of the seven quantile methods. These correspondences may help us to understand and apply quantile methodology.
Keywords
Quantile; quantile rank; plotting position;
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