Difference between revisions of "Median (statistics)"

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(Median of a data set)
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== Median of a data set ==
 
== Median of a data set ==
The median of a [[finite]] [[set]] of [[real number]]s <math>\{X_1, ..., X_k\}</math> is defined to be <math>X_{(\frac{k+1}2)}</math> when <math>k</math> is odd and <math>\frac{X_{(\frac{k}2)} + X_{(\frac{k}2 + 1)}}2</math> when <math>k</math> is even, where <math>X_{(i)}, i \in \{1,...,k\}</math> denotes the <math>k^{th}</math> [[order statistic]]. For example, the median of the set <math>\{2, 3, 5, 7, 11, 13, 17\}</math> is 7.
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The median of a [[finite]] [[set]] of [[real number]]s <math>\{X_1, ..., X_k\}</math> is defined to be <math>x</math> such that <math>\sum_{i=1}^k |X_i - x| = \min_y \sum_{i=1}^k |X_i - y|</math>. This turns out to be <math>X_{(\frac{k+1}2)}</math> when <math>k</math> is odd and <math>\frac{X_{(\frac{k}2)} + X_{(\frac{k}2 + 1)}}2</math> when <math>k</math> is even, where <math>X_{(i)}, i \in \{1,...,k\}</math> denotes the <math>k^{th}</math> [[order statistic]]. For example, the median of the set <math>\{2, 3, 5, 7, 11, 13, 17\}</math> is 7.
  
 
== Median of a distribution ==
 
== Median of a distribution ==

Revision as of 06:12, 25 November 2007

A median is a measure of central tendency used frequently in statistics.

Median of a data set

The median of a finite set of real numbers $\{X_1, ..., X_k\}$ is defined to be $x$ such that $\sum_{i=1}^k |X_i - x| = \min_y \sum_{i=1}^k |X_i - y|$. This turns out to be $X_{(\frac{k+1}2)}$ when $k$ is odd and $\frac{X_{(\frac{k}2)} + X_{(\frac{k}2 + 1)}}2$ when $k$ is even, where $X_{(i)}, i \in \{1,...,k\}$ denotes the $k^{th}$ order statistic. For example, the median of the set $\{2, 3, 5, 7, 11, 13, 17\}$ is 7.

Median of a distribution

Median of a discrete distribution

If $F$ is a discrete distribution, whose support is a subset of a countable set ${x_1, x_2, x_3, ...}$, with $x_i < x_{i+1}$ for all positive integers $i$, the median of $F$ is said to lie between $x_i$ and $x_{i+1}$ iff $F(x_i)\leq\frac12$ and $F(x_{i+1})\geq\frac12$. If $F(x_i)=\frac12$ for some $i$, $x_i$ is defined to be the median of $F$.

Median of a continuous distribution

If $F$ is a continuous distribution, whose support is a subset of the real numbers, the median of $F$ is defined to be the $x$ such that $F(x)=\frac12$. Clearly, if $F$ has a density $f$, this is equivalent to saying $\int^x_{-\infty}f = \frac12$.

Problems

Pre-introductory

Find the median of $\{3, 4, 5, 15, 9\}$.

Introductory

Intermediate

Olympiad

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