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Calculating the Quantiles

There are several methods for calculating the quantiles:

Let n by the number of nonmissing values for a variable, and let represent the ordered values of the variable such that is the smallest value, etc. For the Tth N-quantile between 0 and N, let . Then define as the integer part of or and as the fractional part.

where is taken to be where is taken to be if and if if and if


In percentiles, N = 100; in quartiles, N = 4.

See also:





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