QUANTILE

Quantile

Quantiles are points taken at regular intervals from the cumulative distribution function of a random variable. Dividing ordered data into <math>q</math> essentially equal-sized data subsets is the motivation for <math>q</math>-quantiles; the quantiles are the data values marking the boundaries between consecutive subsets. Put another way, the <math>k^\mathrm{th}</math> <math>q</math>-quantile for a random variable is the value <math>x</math> such that the probability that the random variable will be less than <math>x</math> is at most <math>k/q</math> and the probability that the ...

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quantile

Noun

  1. One of the class of values of a variate which divides the members of a batch or sample into equal-sized subgroups of adjacent values or a probability distribution into distributions of equal probability.


The above text is a snippet from Wiktionary: quantile
and as such is available under the Creative Commons Attribution/Share-Alike License.

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