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In descriptive statistics, the interquartile range (IQR) is a measure of statistical dispersion, which is the spread of the data. The IQR may also be called the midspread, middle 50%, fourth spread, or H‑spread. It is defined as the difference between the 75th and 25th percentiles of the data. To calculate the IQR, the data set is divided into quartiles, or four rank-ordered even parts via linear interpolation. These quartiles are denoted by Q1 (also called the lower quartile), Q2 (the median), and Q3 (also called the upper quartile). The lower quartile corresponds with the 25th percentile and the upper quartile corresponds with the 75th percentile, so IQR = Q3 − Q1.
The IQR is an example of a trimmed estimator, defined as the 25% trimmed range, which enhances the accuracy of dataset statistics by dropping lower contribution, outlying points. It is also used as a robust measure of scale It can be clearly visualized by the box on a Box plot.
The IQR is used in businesses as a marker for their income rates.
The IQR of a set of values is calculated as the difference between the upper and lower quartiles, Q3 and Q1. Each quartile is a median calculated as follows.
Given an even 2n or odd 2n+1 number of values
- first quartile Q1 = median of the n smallest values
- third quartile Q3 = median of the n largest values
The second quartile Q2 is the same as the ordinary median.
Data set in a tableEdit
The following table has 13 rows, and follows the rules for the odd number of entries.
(median of whole table)
(median of upper half, from row 1 to 6)
(median of lower half, from row 8 to 13)
For the data in this table the interquartile range is IQR = Q3 − Q1 = 119 - 31 = 88.
Data set in a plain-text box plotEdit
+−−−−−+−+ * |−−−−−−−−−−−| | |−−−−−−−−−−−| +−−−−−+−+ +−−−+−−−+−−−+−−−+−−−+−−−+−−−+−−−+−−−+−−−+−−−+−−−+ number line 0 1 2 3 4 5 6 7 8 9 10 11 12
For the data set in this box plot:
- lower (first) quartile Q1 = 7
- median (second quartile) Q2 = 8.5
- upper (third) quartile Q3 = 9
- interquartile range, IQR = Q3 - Q1 = 2
- lower 1.5*IQR whisker = Q1 - 1.5 * IQR = 7 - 3 = 4. (If there is no data point at 4, then the lowest point greater than 4.)
- upper 1.5*IQR whisker = Q3 + 1.5 * IQR = 9 + 3 = 12. (If there is no data point at 12, then the highest point less than 12.)
The interquartile range of a continuous distribution can be calculated by integrating the probability density function (which yields the cumulative distribution function—any other means of calculating the CDF will also work). The lower quartile, Q1, is a number such that integral of the PDF from -∞ to Q1 equals 0.25, while the upper quartile, Q3, is such a number that the integral from -∞ to Q3 equals 0.75; in terms of the CDF, the quartiles can be defined as follows:
where CDF−1 is the quantile function.
The interquartile range and median of some common distributions are shown below
|Normal||μ||2 Φ−1(0.75)σ ≈ 1.349σ ≈ (27/20)σ|
|Laplace||μ||2b ln(2) ≈ 1.386b|
Interquartile range test for normality of distributionEdit
The IQR, mean, and standard deviation of a population P can be used in a simple test of whether or not P is normally distributed, or Gaussian. If P is normally distributed, then the standard score of the first quartile, z1, is −0.67, and the standard score of the third quartile, z3, is +0.67. Given mean = and standard deviation = σ for P, if P is normally distributed, the first quartile
and the third quartile
If the actual values of the first or third quartiles differ substantially[clarification needed] from the calculated values, P is not normally distributed. However, a normal distribution can be trivially perturbed to maintain its Q1 and Q2 std. scores at 0.67 and −0.67 and not be normally distributed (so the above test would produce a false positive). A better test of normality, such as Q–Q plot would be indicated here.
The interquartile range is often used to find outliers in data. Outliers here are defined as observations that fall below Q1 − 1.5 IQR or above Q3 + 1.5 IQR. In a boxplot, the highest and lowest occurring value within this limit are indicated by whiskers of the box (frequently with an additional bar at the end of the whisker) and any outliers as individual points.
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