Vous êtes sur la page 1sur 14

Hide

Wikipedia is getting a new lookHelp us find bugs and complete user interface translations
N [
H
oi
td
i e]
c
e[H
e

sl
p
o
mu
es
tw
hit
ih
n
t
gr
a

dns
il
f at
fi
eo
n
rs
e!
n]
t
?

W
e
'
v
e

m
a
d
e

f
e
w

i
m
p
r
o
v
e
m
e
n
t
s

t
o

W
i
k
i
p
e
d
i
a
.
L
e
a
r
n

m
o
r
e
.

Median
From Wikipedia, the free encyclopedia
Jump to: navigation, search
This article is about the statistical concept. For other uses, see Median (disambiguation).
Not to be confused with Median language.
In probability theory and statistics, a median is described as the numeric value separating the
higher half of a sample, a population, or a probability distribution, from the lower half. The
median of a finite list of numbers can be found by arranging all the observations from lowest
value to highest value and picking the middle one. If there is an even number of observations,
then there is no single middle value; the median is then defined to be the mean of the two middle
values.[1][2]
In a sample of data, or a finite population, there may be no member of the sample whose value is
identical to the median (in the case of an even sample size) and, if there is such a member, there
may be more than one so that the median may not uniquely identify a sample member.
Nonetheless the value of the median is uniquely determined with the usual definition. A related
concept, in which the outcome is forced to correspond to a member of the sample is the medoid.
At most half the population have values less than the median and at most half have values greater
than the median. If both groups contain less than half the population, then some of the population
is exactly equal to the median. For example, if a < b < c, then the median of the list {a, b, c} is b,
and if a < b < c < d, then the median of the list {a, b, c, d} is the mean of b and c, i.e. it is
(b + c)/2.
The median can be used as a measure of location when a distribution is skewed, when end values
are not known, or when one requires reduced importance to be attached to outliers, e.g. because
they may be measurement errors. A disadvantage of the median is the difficulty of handling it
theoretically.[citation needed]

Contents
[hide]
• 1 Notation
• 2 Measures of statistical dispersion
• 3 Medians of probability distributions
○ 3.1 Medians of particular distributions
• 4 Medians in descriptive statistics
• 5 Theoretical properties
○ 5.1 An optimality property
○ 5.2 An inequality relating means and medians
• 6 The sample median
○ 6.1 Efficient computation of the sample median
○ 6.2 Easy explanation of the sample median
 6.2.1 For an odd number of values
 6.2.2 For an even number of values
• 7 Other estimates of the median
• 8 Median-unbiased estimators, and bias with respect to loss functions
• 9 In image processing
• 10 In multidimensional statistical inference
• 11 History
• 12 See also
• 13 References
• 14 External links

[edit] Notation
[3]
The median of some variable x is denoted either as or as
[edit] Measures of statistical dispersion
When the median is used as a location parameter in descriptive statistics, there are several
choices for a measure of variability: the range, the interquartile range, the mean absolute
deviation, and the median absolute deviation. Since the median is the same as the second
quartile, its calculation is illustrated in the article on quartiles.
Working with computers, a population of integers should have an integer median[citation needed].
Thus, for an integer population with an even number of elements, there are two medians known
as lower median and upper median[citation needed]. For floating point population, the median lies
somewhere between the two middle elements, depending on the distribution[citation needed]. Median is
the middle value after arranging data by any order[citation needed].
[edit] Medians of probability distributions
For any probability distribution on the real line with cumulative distribution function F,
regardless of whether it is any kind of continuous probability distribution, in particular an
absolutely continuous distribution (and therefore has a probability density function), or a discrete
probability distribution, a median m satisfies the inequalities

or

in which a Lebesgue–Stieltjes integral is used. For an absolutely continuous probability


distribution with probability density function ƒ, we have

[edit] Medians of particular distributions


The medians of certain types of distributions can be easily calculated from their parameters: The
median of a normal distribution with mean μ and variance σ2 is μ. In fact, for a normal
distribution, mean = median = mode. The median of a uniform distribution in the interval [a, b]
is (a + b) / 2, which is also the mean. The median of a Cauchy distribution with location
parameter x0 and scale parameter y is x0, the location parameter. The median of an exponential
distribution with rate parameter λ is the natural logarithm of 2 divided by the rate parameter:
λ−1ln 2. The median of a Weibull distribution with shape parameter k and scale parameter λ
is λ(ln 2)1/k.
[edit] Medians in descriptive statistics
The median is primarily used for skewed distributions, which it summarizes differently than the
arithmetic mean. Consider the multiset { 1, 2, 2, 2, 3, 14 }. The median is 2 in this case, as is the
mode, and it might be seen as a better indication of central tendency than the arithmetic mean of
4.
Calculation of medians is a popular technique in summary statistics and summarizing statistical
data, since it is simple to understand and easy to calculate, while also giving a measure that is
more robust in the presence of outlier values than is the mean.
[edit] Theoretical properties
[edit] An optimality property
A median is also a central point which minimizes the average of the absolute deviations. In the
above example, the median value of 2 minimizes the average of the absolute deviations
(1 + 0 + 0 + 0 + 1 + 12) / 6 = 2.33; in contrast, the mean value of 3 minimizes the average of the
squares (9 + 4 + 4 + 4 + 1 + 100) / 6 = 20.33. In the language of statistics, a value of c that
minimizes
is a median of the probability distribution of the random variable X.
However, a median c need not be uniquely defined. Where exactly one median exists,
statisticians speak of "the median" correctly; even when no unique median exists, some
statisticians speak of "the median" informally.
[edit] An inequality relating means and medians
For continuous probability distributions, the difference between the median and the mean is less
than or equal to one standard deviation. See an inequality on location and scale parameters.
[edit] The sample median
[edit] Efficient computation of the sample median
Even though sorting n items generally requires O(n log n) operations, the median of n items can
be computed with only O(n) operations. In fact, one can always find the kth smallest of n items
with a O(n)-operations selection algorithm.
[edit] Easy explanation of the sample median
[edit] For an odd number of values
As an example, we will calculate the sample median for the following set of observations: 1, 5,
2, 8, 7.
Start by sorting the values: 1, 2, 5, 7, 8.
In this case, the median is 5 since it is the middle observation in the ordered list.
[edit] For an even number of values
As an example, we will calculate the sample median for the following set of observations: 1, 5,
2, 8, 7, 2.
Start by sorting the values: 1, 2, 2, 5, 7, 8.
In this case, the average of the two middlemost terms is (2 + 5)/2 = 3.5. Therefore, the median is
3.5 since it is the average of the middle observations in the ordered list.
[edit] Other estimates of the median
If data are represented by a statistical model specifying a particular family of probability
distributions, then estimates of the median can be obtained by fitting that family of probability
distributions to the data and calculating the theoretical median of the fitted distribution. See, for
example Pareto interpolation.
[edit] Median-unbiased estimators, and bias with respect to
loss functions
Any mean-unbiased estimator minimizes the risk (expected loss) with respect to the squared-
error loss function, as observed by Gauss. A median-unbiased estimator minimizes the risk with
respect to the absolute-deviation loss function, as observed by Laplace. Other loss functions are
used in statistical theory, particularly in robust statistics.
The theory of median-unbiased estimators was revived by George W. Brown in 1947:
An estimate of a one-dimensional parameter θ will be said to be median-unbiased, if for fixed θ,
the median of the distribution of the estimate is at the value θ, i.e., the estimate underestimates
just as often as it overestimates. This requirement seems for most purposes to accomplish as
much as the mean-unbiased requirement and has the additional property that it is invariant under
one-to-one transformation. [page 584]
Further properties of median-unbiased estimators have been noted by Lehmann, Birnbaum, van
der Vaart and Pfanzagl. In particular, median-unbiased estimators exist in cases where mean-
unbiased and maximum-likelihood estimators do not exist. Besides being invariant under one-to-
one transformations, median-unbiased estimators have surprising robustness.
[edit] In image processing
Main article: Median filter
In monochrome raster images there is a type of noise, known as the salt and pepper noise, when
each pixel independently become black (with some small probability) or white (with some small
probability), and is unchanged otherwise (with the probability close to 1). An image constructed
of median values of neighborhoods (like 3×3 square) can effectively reduce noise in this case.
[edit] In multidimensional statistical inference
In multidimensional statistical inference, the value c that minimizes is also called a

centroid.[4] In this case is indicating a norm for the vector difference, such as the
Euclidean norm, rather than the one-dimensional case's use of an absolute value. (Note that in
some other contexts a centroid is more like a multidimensional mean than the multidimensional
median described here.)

Like a centroid, a medoid minimizes , but c is restricted to be a member of


specified set. For instance, the set could be a sample of points drawn from some distribution.
[edit] History
Gustav Fechner popularized the median into the formal analysis of data, although it had been
used previously by Laplace.[5]
[edit] See also
Statistics portal

• Order statistic
• Quantile
• A median is the 2nd quartile, 5th decile, and 50th percentile.
• A sample-median is median-unbiased but can be a mean-biased estimator.
• Absolute deviation
• Concentration of measure for Lipschitz functions
• An inequality on location and scale parameters
• Median voter theory
• Median graph
• The centerpoint is a generalization of the median for data in higher dimensions.
• Median search
• Hinges
[edit] References
1. ^ http://mathworld.wolfram.com/StatisticalMedian.html Weisstein, Eric W. "Statistical
Median." From MathWorld--A Wolfram Web Resource.
http://mathworld.wolfram.com/StatisticalMedian.html
2. ^ http://www.stat.psu.edu/old_resources/ClassNotes/ljs_07/sld008.htm Simon, Laura J
"Descriptive statistics" Statistical Education Resource Kit Penn State Department of
Statistics
3. ^ http://mathworld.wolfram.com/StatisticalMedian.html
4. ^ Carvalho, Luis; Lawrence, Charles (2008), "Centroid estimation in discrete high-
dimensional spaces with applications in biology", Proc Natl Acad Sci U S A 105 (9):
3209–3214, doi:10.1073/pnas.0712329105
5. ^ Keynes, John Maynard; A Treatise on Probability (1921), Pt II Ch XVII §5 (p 201).
• Brown, George W. ”On Small-Sample Estimation.” The Annals of Mathematical
Statistics, Vol. 18, No. 4 (Dec., 1947), pp. 582–585.
• Lehmann, E. L. “A General Concept of Unbiasedness” The Annals of Mathematical
Statistics, Vol. 22, No. 4 (Dec., 1951), pp. 587–592.
• Allan Birnbaum. 1961. “A Unified Theory of Estimation, I”, The Annals of Mathematical
Statistics, Vol. 32, No. 1 (Mar., 1961), pp. 112–135
• van der Vaart, H. R. 1961. “Some Extensions of the Idea of Bias” The Annals of
Mathematical Statistics, Vol. 32, No. 2 (Jun., 1961), pp. 436–447.
• Pfanzagl, Johann; with the assistance of R. Hamböker (1994). Parametric Statistical
Theory. Walter de Gruyter. ISBN 3-11-01-3863-8. MR1291393
[edit] External links
• A Guide to Understanding & Calculating the Median
• Median as a weighted arithmetic mean of all Sample Observations
• On-line calculator
• Calculating the median
• A problem involving the mean, the median, and the mode.
• mathworld: Statistical Median
• Python script for Median computations and income inequality metrics
This article incorporates material from Median of a distribution on PlanetMath, which is
licensed under the Creative Commons Attribution/Share-Alike License.
[hide]
v•d•e
Statistics

[hide]

Descriptive statistics

LocationMean (Arithmetic, Geometric, Harmonic) · Median · Mode

DispersioRange · Standard deviation · Coefficient of variation ·


Continuous data
nPercentile · Interquartile range

ShapeVariance · Skewness · Kurtosis · Moments · L-moments

Count dataIndex of dispersion

Summary tablesGrouped data · Frequency distribution · Contingency table

StatisticalBar chart · Biplot · Box plot · Control chart · Correlogram · Forest plot ·
graphicsHistogram · Q-Q plot · Run chart · Scatter plot · Stemplot · Radar chart

[show]

Data collection

Effect size · Standard error · Statistical power · Sample size


Designing studies
determination

Survey methodologySampling · Stratified sampling · Opinion poll · Questionnaire

ControlledDesign of experiments · Randomized experiment · Random assignment


experiment · Replication · Blocking · Regression discontinuity · Optimal design

Uncontrolled studiesNatural experiment · Quasi-experiment · Observational study

[show]

Statistical inference

Prior · Posterior · Credible interval · Bayes factor · Bayesian estimator ·


Bayesian inference
Maximum posterior estimator

Confidence interval · Hypothesis testing · Sampling distribution · Meta-


Classical inference
analysis

Specific testsZ-test (normal) · Student's t-test · F-test · Chi-square test · Pearson's chi-
square · Wald test · Mann–Whitney U · Shapiro–Wilk · Signed-rank

GeneralMean-unbiased · Median-unbiased · Maximum likelihood · Method of


estimationmoments · Minimum distance · Maximum spacing · Density estimation

[show]

Correlation and regression analysis

Pearson product-moment correlation · Rank correlation (Spearman's


Correlation
rho, Kendall's tau) · Partial correlation · Confounding variable

Simple linear regression · Ordinary least squares · General linear


Linear regression
model · Analysis of variance · Analysis of covariance

Nonlinear regression · Nonparametric · Semiparametric · Isotonic ·


Non-standard predictors
Robust

Generalized linear
Exponential families · Logistic (Bernoulli) · Binomial · Poisson
model

[show]

Data analyses and models for other specific data types

MultivariateMultivariate regression · Principal components · Factor analysis · Cluster


statisticsanalysis · Copulas

Decomposition · Trend estimation · Box–Jenkins · ARMA models ·


Time series analysis
Spectral density estimation

Survival function · Kaplan–Meier · Logrank test · Failure rate ·


Survival analysis
Proportional hazards models · Accelerated failure time model

Categorical dataMcNemar's test · Cohen's kappa

[show]

Applications

Environmental
Geostatistics · Climatology
statistics

Medical statisticsEpidemiology · Clinical trial · Clinical study design


Actuarial science · Population · Demography · Census ·
Social statistics
Psychometrics · Official statistics · Crime statistics

Category · Portal · Outline · Index


Retrieved from "http://en.wikipedia.org/wiki/Median"
Categories: Means | Robust statistics
Hidden categories: All articles with unsourced statements | Articles with unsourced statements
from January 2009 | Articles with unsourced statements from April 2010 | Articles with
unsourced statements from October 2008 | Wikipedia articles incorporating text from PlanetMath
| Statistics articles with navigational template
Personal tools
• New features
• Log in / create account
Namespaces
• Article
• Discussion
Variants
Views
• Read
• Edit
• View history
Actions
Search
Top of Form
Special:Search

Search
Bottom of Form
Navigation
• Main page
• Contents
• Featured content
• Current events
• Random article
Interaction
• About Wikipedia
• Community portal
• Recent changes
• Contact Wikipedia
• Donate to Wikipedia
• Help
Toolbox
• What links here
• Related changes
• Upload file
• Special pages
• Permanent link
• Cite this page
Print/export
• Create a book
• Download as PDF
• Printable version
Languages
• ‫العربية‬
• বাংলা
• Български
• Català
• Česky
• Dansk
• Deutsch
• Eesti
• Español
• Esperanto
• Euskara
• ‫فارسی‬
• Français
• Galego
• 한국어
• Hrvatski
• Bahasa Indonesia
• Íslenska
• Italiano
• ‫עברית‬
• Lietuvių
• Magyar
• Nederlands
• 日本語
• Norsk (bokmål)
• Polski
• Português
• Русский
• Shqip
• Sicilianu
• Simple English
• Slovenčina
• Slovenščina
• Српски / Srpski
• Srpskohrvatski / Српскохрватски
• Basa Sunda
• Suomi
• Svenska
• தமிழ்
• ไทย
• Тоҷикӣ
• Türkçe
• Українська
• Tiếng Việt
• 中文
• This page was last modified on 17 July 2010 at 16:24.
• Text is available under the Creative Commons Attribution-ShareAlike License;
additional terms may apply. See Terms of Use for details.
Wikipedia® is a registered trademark of the Wikimedia Foundation, Inc., a non-profit
organization.
• Contact us
• Privacy policy
• About Wikipedia
• Disclaimers


Vous aimerez peut-être aussi