I think John Tukey's idea was that this formula (or just the fact of
using median and quartiles) is still often approximately correct
for quite a few kinds of moderate contaminations...



It may be approximately correct for the width of a CI (and when I checked it was only appproximately correct for a normal), but I would seriously doubt if it were approximately correct for a significance level of 5%.
Remember how fast the tails of the asymptotic normal distribution decay: a 20% error turns 5% into 2%.


BTW, if there is a precise reference for this it would be good to add it
to boxplot.stats.Rd, as the confidence limits are unexplained there.




The factor 1.58 for H-spr/\sqrt{n} comes from the product of three approximations going from a 95%
confidence interval for a difference in means, to one for a difference in medians, using the H-spr=IQR
instead of the standard deviation:


H-spr/1.349 \approx \sigma in a N(0,1) dist/n
\sqrt{ \pi / 2} \approx std error of a median
1.7 / sqrt{n} is the average of 1.96 and 1.39=1.96/\sqrt{2}, factors for the standard error of the difference
between two means, in the cases where one variance is tiny, and where both are equal.


I believe this is explained in

@Article{McGill-etal:78,
 author =       "R. McGill and J. W. Tukey and W. Larsen",
 year =         "1978",
 title =        "Variations of Box Plots",
 journal =      TAS,
 volume =       "32",
 pages =        "12--16",
}

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