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Median
From Wikipedia, the free encyclopedia
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This article is about the statistical concept. For other uses, see Median (disambiguation).
Not to be confused with Median language.
In probability theory and statistics, a median is described as the numeric value separating the
higher half of a sample, a population, or a probability distribution, from the lower half. The
median of a finite list of numbers can be found by arranging all the observations from lowest
value to highest value and picking the middle one. If there is an even number of observations,
then there is no single middle value; the median is then defined to be the mean of the two middle
values.[1][2]
In a sample of data, or a finite population, there may be no member of the sample whose value is
identical to the median (in the case of an even sample size) and, if there is such a member, there
may be more than one so that the median may not uniquely identify a sample member.
Nonetheless the value of the median is uniquely determined with the usual definition. A related
concept, in which the outcome is forced to correspond to a member of the sample is the medoid.
At most half the population have values less than the median and at most half have values greater
than the median. If both groups contain less than half the population, then some of the population
is exactly equal to the median. For example, if a < b < c, then the median of the list {a, b, c} is b,
and if a < b < c < d, then the median of the list {a, b, c, d} is the mean of b and c, i.e. it is
(b + c)/2.
The median can be used as a measure of location when a distribution is skewed, when end values
are not known, or when one requires reduced importance to be attached to outliers, e.g. because
they may be measurement errors. A disadvantage of the median is the difficulty of handling it
theoretically.[citation needed]
Contents
[hide]
• 1 Notation
• 2 Measures of statistical dispersion
• 3 Medians of probability distributions
○ 3.1 Medians of particular distributions
• 4 Medians in descriptive statistics
• 5 Theoretical properties
○ 5.1 An optimality property
○ 5.2 An inequality relating means and medians
• 6 The sample median
○ 6.1 Efficient computation of the sample median
○ 6.2 Easy explanation of the sample median
6.2.1 For an odd number of values
6.2.2 For an even number of values
• 7 Other estimates of the median
• 8 Median-unbiased estimators, and bias with respect to loss functions
• 9 In image processing
• 10 In multidimensional statistical inference
• 11 History
• 12 See also
• 13 References
• 14 External links
[edit] Notation
[3]
The median of some variable x is denoted either as or as
[edit] Measures of statistical dispersion
When the median is used as a location parameter in descriptive statistics, there are several
choices for a measure of variability: the range, the interquartile range, the mean absolute
deviation, and the median absolute deviation. Since the median is the same as the second
quartile, its calculation is illustrated in the article on quartiles.
Working with computers, a population of integers should have an integer median[citation needed].
Thus, for an integer population with an even number of elements, there are two medians known
as lower median and upper median[citation needed]. For floating point population, the median lies
somewhere between the two middle elements, depending on the distribution[citation needed]. Median is
the middle value after arranging data by any order[citation needed].
[edit] Medians of probability distributions
For any probability distribution on the real line with cumulative distribution function F,
regardless of whether it is any kind of continuous probability distribution, in particular an
absolutely continuous distribution (and therefore has a probability density function), or a discrete
probability distribution, a median m satisfies the inequalities
or
centroid.[4] In this case is indicating a norm for the vector difference, such as the
Euclidean norm, rather than the one-dimensional case's use of an absolute value. (Note that in
some other contexts a centroid is more like a multidimensional mean than the multidimensional
median described here.)
• Order statistic
• Quantile
• A median is the 2nd quartile, 5th decile, and 50th percentile.
• A sample-median is median-unbiased but can be a mean-biased estimator.
• Absolute deviation
• Concentration of measure for Lipschitz functions
• An inequality on location and scale parameters
• Median voter theory
• Median graph
• The centerpoint is a generalization of the median for data in higher dimensions.
• Median search
• Hinges
[edit] References
1. ^ http://mathworld.wolfram.com/StatisticalMedian.html Weisstein, Eric W. "Statistical
Median." From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/StatisticalMedian.html
2. ^ http://www.stat.psu.edu/old_resources/ClassNotes/ljs_07/sld008.htm Simon, Laura J
"Descriptive statistics" Statistical Education Resource Kit Penn State Department of
Statistics
3. ^ http://mathworld.wolfram.com/StatisticalMedian.html
4. ^ Carvalho, Luis; Lawrence, Charles (2008), "Centroid estimation in discrete high-
dimensional spaces with applications in biology", Proc Natl Acad Sci U S A 105 (9):
3209–3214, doi:10.1073/pnas.0712329105
5. ^ Keynes, John Maynard; A Treatise on Probability (1921), Pt II Ch XVII §5 (p 201).
• Brown, George W. ”On Small-Sample Estimation.” The Annals of Mathematical
Statistics, Vol. 18, No. 4 (Dec., 1947), pp. 582–585.
• Lehmann, E. L. “A General Concept of Unbiasedness” The Annals of Mathematical
Statistics, Vol. 22, No. 4 (Dec., 1951), pp. 587–592.
• Allan Birnbaum. 1961. “A Unified Theory of Estimation, I”, The Annals of Mathematical
Statistics, Vol. 32, No. 1 (Mar., 1961), pp. 112–135
• van der Vaart, H. R. 1961. “Some Extensions of the Idea of Bias” The Annals of
Mathematical Statistics, Vol. 32, No. 2 (Jun., 1961), pp. 436–447.
• Pfanzagl, Johann; with the assistance of R. Hamböker (1994). Parametric Statistical
Theory. Walter de Gruyter. ISBN 3-11-01-3863-8. MR1291393
[edit] External links
• A Guide to Understanding & Calculating the Median
• Median as a weighted arithmetic mean of all Sample Observations
• On-line calculator
• Calculating the median
• A problem involving the mean, the median, and the mode.
• mathworld: Statistical Median
• Python script for Median computations and income inequality metrics
This article incorporates material from Median of a distribution on PlanetMath, which is
licensed under the Creative Commons Attribution/Share-Alike License.
[hide]
v•d•e
Statistics
[hide]
Descriptive statistics
StatisticalBar chart · Biplot · Box plot · Control chart · Correlogram · Forest plot ·
graphicsHistogram · Q-Q plot · Run chart · Scatter plot · Stemplot · Radar chart
[show]
Data collection
[show]
Statistical inference
Specific testsZ-test (normal) · Student's t-test · F-test · Chi-square test · Pearson's chi-
square · Wald test · Mann–Whitney U · Shapiro–Wilk · Signed-rank
[show]
Generalized linear
Exponential families · Logistic (Bernoulli) · Binomial · Poisson
model
[show]
[show]
Applications
Environmental
Geostatistics · Climatology
statistics
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