The reason I started looking at this was upon reading about using the IQR (inter-quartile range)* 1.35 or so as a robust alternative to standard deviation as a measure of dispersion for approximately normal distributions: I was wondering about the derivation of the magic number "1.35".
On Fri, Oct 16, 2009 at 8:15 PM, Don Guinn <[email protected]> wrote: > That's why you need to be careful with median and quartiles. You must know > how it is calculated before you interpret the result. > > On Fri, Oct 16, 2009 at 6:38 PM, Sherlock, Ric <[email protected] > >wrote: > > > The following is based on Keith Similie's stats companion. > > > > NB. Median and quartiles > > midpt=: -:@<:@# > > median=: -:@(+/)@((<.,>.)@midpt { /:~) > > Q1=: [: median ] #~ median > ] > > Q3=: [: median ] #~ median < ] > > quartiles=: Q1 , median , Q3 > > > > Another definition of median where the domain is integers. > > > > median=: ~.@((<.,>.)@midpt { /:~) > ... > -- Devon McCormick, CFA ^me^ at acm. org is my preferred e-mail ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
