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Median
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In probability theory and statistics, a median is described as the number 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, the median is not unique, so one often takes the mean of the two middle values.
At most half the population have values less than the median and at most half have values greater than the median.
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In probability theory and statistics, a median is described as the number 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, the median is not unique, so one often takes the mean of the two middle values.
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 is b, and if a < b < c < d, then the median of the list is the mean of b and c, i.e. it is (b + c)/2.
The median can be used when a distribution is skewed or when end values are not known. A disadvantage is the difficulty of handling it theoretically.
Notation
The median of some variable is denoted either as or as
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. Thus, for an integer population with an even number of elements, there are two medians known as lower median and upper median. For floating point population, the median lies somewhere between the two middle elements, depending on the distribution.
Median is the middle value after arranging data by any order.
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 Riemann-Stieltjes integral is used. For an absolutely continuous probability distribution with probability density function ƒ, we have
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 s2 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 ? is the natural logarithm of 2 divided by the rate parameter: ln 2/?. The median of a Weibull distribution with shape parameter k and scale parameter ? is ?(ln 2)1/k.
Medians in descriptive statistics
The median is primarily used for skewed distributions, which it summarizes differently than the arithmetic mean. Consider the multiset . 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 3.166.
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.
Theoretical properties
An optimality property
The median is also the central point which minimizes the average of the absolute deviations; in the example above this would be (1 + 0 + 0 + 0 + 1 + 7) / 6 = 1.5 using the median, while it would be 1.944 using the mean. In the language of probability theory, the value of c that minimizes
is the median of the probability distribution of the random variable X. Note, however, that c is not always unique, and therefore not well defined in general.
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.
The sample median
Efficient computation of the sample median
Even though sorting n items takes in general O(n log n) operations, by using a "divide and conquer" algorithm the median of n items can be computed with only O(n) operations (in fact, you can always find the k-th element of a list of values with this method; this is called the selection problem).
Easy explanation of the sample median
As an example, we will calculate the median of the following population of numbers: 1, 5, 2, 8, 7.
Start by sorting the numbers: 1, 2, 5, 7, 8.
In this case, 5 is the median, because when the numbers are sorted, it is the middle number.
For a set of even numbers:
As an example of this scenario, we will calculate the median of the following population of numbers: 1, 5, 2, 10, 8, 7.
Again, start by sorting the numbers: 1, 2, 5, 7, 8, 10.
In this case, both 5 and 7, and all numbers between 5 and 7 are medians of the data points.
Sometimes one takes the average of the two median numbers to get a unique value ((5 + 7)/2 = 12/2 = 6).
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.
Medians in computer science
In computer science, a median calculation is often performed to determine the middle index of a sorted array. The middle index is computed as (A + B)/2, where A is the index of the smallest value, and B is the index of the largest value. Joshua Bloch, a Google software engineer, posited that if (A + B) is larger than the maximum allowed integer size, then a arithmetic overflow would occur. He suggested that an alternative median calculation: A + ((B − A)/2) would avoid this problem. Note that the aforementioned calculations are for binary search and similar algorithms, and do not represent a true mathematical median.
History
Gustav Fechner introduced the median into the formal analysis of data.
See also
External links
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