Median

The median of a set of numbers is the value separating the higher half from the lower half of a data sample, a population, or a probability distribution. For a data set, it may be thought of as the "middle" value. The basic feature of the median in describing data compared to the mean (often simply described as the "average") is that it is not skewed by a small proportion of extreme values, and therefore provides a better representation of the center. Median income, for example, may be a better way to describe the center of the income distribution because increases in the largest incomes alone have no effect on the median. For this reason, the median is of central importance in robust statistics. Median is a 2-quantile; it is the value that partitions a set into two equal parts.

Finite set of numbers The median of a finite list of numbers is the middle number when the numbers are arranged in order from smallest to greatest. If the data set has an odd number of observations, the middle one is selected (after arranging in ascending order). For example, the following list of seven numbers,

has the median of 6, which is the fourth value. If the data set has an even number of observations, there is no distinct middle value and the median is usually defined to be the arithmetic mean of the two middle values. For example, this data set of 8 numbers

has a median value of 4.5, that is ( 4 + 5 ) / 2 {\displaystyle (4+5)/2} . (In more technical terms, this interprets the median as the fully trimmed mid-range). In general, with this convention, the median can be defined as follows: For a data set x {\displaystyle x} of n {\displaystyle n} elements, ordered from smallest to greatest,

Definition and notation Formally, a median of a population is any value such that at least half of the population is less than or equal to the proposed median and at least half is greater than or equal to the proposed median. As seen above, medians may not be unique. If each set contains more than half the population, then some of the population is exactly equal to the unique median. The median is well-defined for any ordered (one-dimensional) data and is independent of any distance metric. The median can thus be applied to student grades that are ranked but not numerical (e.g. working out a median grade when student test scores are graded from F to A). The result might be halfway between grades if there is an even number of students; for an odd number students, one specific grade is determined as the median. A geometric median, on the other hand, is defined in any number of dimensions. A related concept, in which the outcome is forced to correspond to a member of the sample, is the medoid. There is no widely accepted standard notation for the median, but some authors represent the median of a variable x as med(x), x͂, as μ1/2, or as M. In any of these cases, the use of these or other symbols for the median needs to be explicitly defined when they are introduced. The median is a special case of other ways of summarizing the typical values associated with a statistical distribution: it is the 2nd quartile, 5th decile, and 50th percentile.

Uses The median can be used as a measure of location when one attaches reduced importance to extreme values, typically because a distribution is skewed, extreme values are not known, or outliers are untrustworthy, i.e., may be measurement or transcription errors. For example, consider the multiset

The median is 2 in this case, as is the mode, and it might be seen as a better indication of the center than the arithmetic mean of 4, which is larger than all but one of the values. However, the widely cited empirical relationship that the mean is shifted "further into the tail" of a distribution than the median is not generally true. At most, one can say that the two statistics cannot be "too far" apart; see § Inequality relating means and medians below. As a median is based on the middle data in a set, it is not necessary to know the value of extreme results in order to calculate it. For example, in a psychology test investigating the time needed to solve a problem, if a small number of people failed to solve the problem at all in the given time a median can still be calculated. Because the median is simple to understand and easy to calculate, while also a robust approximation to the mean, the median is a popular summary statistic in descriptive statistics. In this context, there are several choices for a measure of variability: the range, the interquartile range, the mean absolute deviation, and the median absolute deviation. For practical purposes, different measures of location and dispersion are often compared on the basis of how well the corresponding population values can be estimated from a sample of data. The median, estimated using the sample median, has good properties in this regard. While it is not usually optimal if a given population distribution is assumed, its properties are always reasonably good. For example, a comparison of the efficiency of candidate estimators shows that the sample mean is more statistically efficient when—and only when— data is uncontaminated by data from heavy-tailed distributions or from mixtures of distributions. Even then, the median has a 64% efficiency compared to the minimum-variance mean (for large normal samples), which is to say the variance of the median will be ~50% greater than the variance of the mean.

Probability distributions A median of a real-valued random variable X {\displaystyle X} is a real number m {\displaystyle m} that satisfies

P ⁡ ( X < m ) ≤ 1 2 and P ⁡ ( X > m ) ≤ 1 2 {\displaystyle \operatorname {P} (X<m)\leq {\frac {1}{2}}\quad {\text{and}}\quad \operatorname {P} (X>m)\leq {\frac {1}{2}}}

or, equivalently with the complementary events,

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