Interquartile range
Template:Ref improve In descriptive statistics, the interquartile range (IQR), also called the midspread or middle fifty, is a measure of statistical dispersion, being equal to the difference between the upper and lower quartiles,^{[1]}^{[2]} IQR = Q_{3} − Q_{1}
Use
Unlike (total) range, the interquartile range is a robust statistic, having a breakdown point of 25%, and is thus often preferred to the total range.
The IQR is used to build box plots, simple graphical representations of a probability distribution.
For a symmetric distribution (where the median equals the midhinge, the average of the first and third quartiles), half the IQR equals the median absolute deviation (MAD).
The median is the corresponding measure of central tendency.
Examples
Data set in a table
i x[i] Quartile 1 102 2 104 3 105 Q_{1} 4 107 5 108 6 109 Q_{2} (median) 7 110 8 112 9 115 Q_{3} 10 116 11 118
For the data in this table the interquartile range is IQR = 115 − 105 = 10.
Data set in a plain-text box plot
+-----+-+ o * |-------| | |---| +-----+-+ +---+---+---+---+---+---+---+---+---+---+---+---+ number line 0 1 2 3 4 5 6 7 8 9 10 11 12
For the data set in this box plot:
- lower (first) quartile Q_{1} = 7
- median (second quartile) Q_{2} = 8.5
- upper (third) quartile Q_{3} = 9
- interquartile range, IQR = Q_{3} − Q_{1} = 2
Interquartile range of distributions
The interquartile range of a continuous distribution can be calculated by integrating the probability density function (which yields the cumulative distribution function — any other means of calculating the CDF will also work). The lower quartile, Q_{1}, is a number such that integral of the PDF from -∞ to Q_{1} equals 0.25, while the upper quartile, Q_{3}, is such a number that the integral from -∞ to Q_{3} equals 0.75; in terms of the CDF, the quartiles can be defined as follows:
where CDF^{−1} is the quantile function.
The interquartile range and median of some common distributions are shown below
Distribution | Median | IQR |
---|---|---|
Normal | μ | 2 Φ^{−1}(0.75) ≈ 1.349 |
Laplace | μ | 2b ln(2) |
Cauchy | μ |
Interquartile range test for normality of distribution
The IQR, mean, and standard deviation of a population P can be used in a simple test of whether or not P is normally distributed, or Gaussian. If P is normally distributed, then the standard score of the first quartile, z_{1}, is -0.67, and the standard score of the third quartile, z_{3}, is +0.67. Given mean = X and standard deviation = σ for P, if P is normally distributed, the first quartile
and the third quartile
If the actual values of the first or third quartiles differ substantially from the calculated values, P is not normally distributed.
See also
References
ca:Rang interquartílic es:Rango intercuartílico eu:Kuartil arteko ibiltarte fa:دامنه بین چارکی fr:Écart interquartile it:Scarto interquartile he:טווח בין רבעוני nl:Interkwartielafstand pl:Rozstęp ćwiartkowy simple:Interquartile range sl:Kvartilni razmik tr:Çeyrekler açıklığı vi:Độ trải giữa zh:四分差