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 = Q3 − Q1. In other words, the IQR is the 1st quartile subtracted from the 3rd quartile; these quartiles can be clearly seen on a box plot on the data. It is a trimmed estimator, defined as the 25% trimmed mid-range, and is the most significant basic robust measure of scale.
Contents
-
Use 1
-
Examples 2
-
Data set in a table 2.1
-
Data set in a plain-text box plot 2.2
-
Interquartile range of distributions 3
-
Interquartile range test for normality of distribution 3.1
-
Interquartile range and outliers 4
-
See also 5
-
References 6
Use
Unlike (total) range, the interquartile range has 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.
Identification of outliers (see below).
Examples
Data set in a table
-
i
|
x[i]
|
Quartile
|
1
|
102
|
|
2
|
104
|
|
3
|
105
|
Q1
|
4
|
107
|
|
5
|
108
|
|
6
|
109
|
Q2
(median)
|
7
|
110
|
|
8
|
112
|
|
9
|
115
|
Q3
|
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 Q1 = 7
-
median (second quartile) Q2 = 8.5
-
upper (third) quartile Q3 = 9
-
interquartile range, IQR = Q3 − Q1 = 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, Q1, is a number such that integral of the PDF from -∞ to Q1 equals 0.25, while the upper quartile, Q3, is such a number that the integral from -∞ to Q3 equals 0.75; in terms of the CDF, the quartiles can be defined as follows:
-
Q_1 = \text{CDF}^{-1}(0.25) ,
-
Q_3 = \text{CDF}^{-1}(0.75) ,
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)σ ≈ 1.349σ ≈ (27/20)σ
|
Laplace
|
μ
|
2b ln(2) ≈ 1.386b
|
Cauchy
|
μ
|
2γ
|
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, z1, is -0.67, and the standard score of the third quartile, z3, is +0.67. Given mean = X and standard deviation = σ for P, if P is normally distributed, the first quartile
-
Q_1 = (\sigma \, z_1) + X
and the third quartile
-
Q_3 = (\sigma \, z_3) + X
If the actual values of the first or third quartiles differ substantially from the calculated values, P is not normally distributed.
Interquartile range and outliers
Figure 3. Box-and-whisker plot with four close and one far away extreme values, defined as outliers above Q3 + 1.5(IQR) and Q3 + 3(IQR), respectively.
The interquartile range is often used to find outliers in data. Outliers are observations that fall below Q1 - 1.5(IQR) or above Q3 + 1.5(IQR). In a boxplot, the highest and lowest occurring value within this limit are drawn as bar of the whiskers, and the outliers as individual points.
See also
References
-
^ Upton, Graham; Cook, Ian (1996). Understanding Statistics. Oxford University Press. p. 55.
-
^ Zwillinger, D., Kokoska, S. (2000) CRC Standard Probability and Statistics Tables and Formulae, CRC Press. ISBN 1-58488-059-7 page 18.
This article was sourced from Creative Commons Attribution-ShareAlike License; additional terms may apply. World Heritage Encyclopedia content is assembled from numerous content providers, Open Access Publishing, and in compliance with The Fair Access to Science and Technology Research Act (FASTR), Wikimedia Foundation, Inc., Public Library of Science, The Encyclopedia of Life, Open Book Publishers (OBP), PubMed, U.S. National Library of Medicine, National Center for Biotechnology Information, U.S. National Library of Medicine, National Institutes of Health (NIH), U.S. Department of Health & Human Services, and USA.gov, which sources content from all federal, state, local, tribal, and territorial government publication portals (.gov, .mil, .edu). Funding for USA.gov and content contributors is made possible from the U.S. Congress, E-Government Act of 2002.
Crowd sourced content that is contributed to World Heritage Encyclopedia is peer reviewed and edited by our editorial staff to ensure quality scholarly research articles.
By using this site, you agree to the Terms of Use and Privacy Policy. World Heritage Encyclopedia™ is a registered trademark of the World Public Library Association, a non-profit organization.