p-quantiles
  • is a type of Variation
  • (p - 1) points that divide the range of a probability distribution into p continuous intervals with EQUAL probabilities
  • (p - 1) points that divide the points into p equally sized groups (e.g. median is a 2-quantile where it divides the data set into 2 equally sized groups)

p-Quantiles - Types

Types

population parameter

sample statistic

description

p-quantiles

𝑞𝑝

𝑞̂𝑝

of a domain divided into 𝑝 equal groups

Median (2-Quantile - 50th Percentile)

𝑀

𝑀̅

of a domain divided into 2 equal groups

Quartiles (4-Quantile)

𝑄1, 𝑄2, 𝑄3

𝑄̅1, 𝑄̅2, 𝑄̅3

of a domain divided into 4 equal groups

Percentiles (100-Quantile)

𝜋1, 𝜋1, …, 𝜋99

𝜋̂1, 𝜋̂1, …, 𝜋̂99

of a domain divided into 100 equal groups

Resources