Talk:Quantile

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I added a section / stub on approximate quantiles from a stream because these methods are becoming very popular. The section should be expanded a bit to summarize the method and explain the pro and cons, but at least, the issue is visible. — Preceding unsigned comment added by Jdfekete (talk • contribs) 07:24, 20 June 2020 (UTC)Reply

I just made a preliminary edit where I made it clear that the word percentile (and probably also quantile) has two distinct meanings. It's either the scalar as this article talks about, or one of the intervals that the scalar values limit. In my commit comment I wrote:

"The word percentile (and, I guess, any quantile) can also mean the interval that the scalar percentiles (or, more generally, the scalar quantiles) limit. They're just different meanings used in different contexts. I guess this should really be stated more prominently, as the interval meaning is in fact being used in scientific papers, and the existence of two separate but equally valid meanings depending on context seems to be a source of confusion."

I mention it here as well, as I believe this is in fact an important distinction to make the readers aware of, to avoid confusion. Words can have different meanings depending on context, and that is fine, as long as it's clearly defined and clearly understood.

I do believe, as mentioned, that we should state this distinction more prominently than under the "discussion", as it is quite relevant. I just don't know how. Maybe someone else has an idea of how to do it? It should of course also be stated more precisely. My edit was just meant to at least not write that it is wrong to use the interval meaning of percentile or quantile. It is in fact correct in the proper context and with a universally agreed upon meaning.

--Jhertel (talk) 12:05, 17 August 2020 (UTC)Reply

Isn't the definition of k-th q-quantile wrong? Shouldn't it be "Pr[X ≥ x] ≥ 1- k/q" instead of "Pr[X ≥ x] ≥ k/q"?

The current definition reads that "q-quantiles are values that partition a finite set of values into q subsets of (nearly) equal sizes". Which does not sound that sane. Take, for example, the normal distribution. Not only is its value set infinite, it is not even bounded. And even if we were to take some bounded interval from it, that interval would still be an infinite set, because it is continuous. Should the word "finite" be removed from this definition? 188.242.96.147 (talk) 13:57, 8 October 2023 (UTC)Reply

Would it be interesting to add a plot like this one to illustrate the table in the "Estimating quantiles from a sample" section?

Juchevall (talk) 15:06, 12 April 2026 (UTC)Reply