Mathematica's Quantile[] vs. Matlab's prctile()

From what I gather, there is no universally agreed definition of percentile. Is there one which more people use than another?

I've been calculating the 5th percentile of some data in Mathematica using the Quantile[] function.

In[1]:= t={1,2,1000,100000}

Out[1]= {1, 2, 1000, 100000}

In[2]:= Quantile[t,.5]

Out[2]= 2


Doing similar in Matlab with prctile() gives a very different result -
>> y=[1 2 1000 100000]


>> prctile(y,50)

ans =

501

So one gives 2, the other 501.

I've picked a set of data which maximises the differences - I think with a larger range of more similar data, the differences will be much smaller.

.

Relevant Pages

  • Re: Mathematicas Quantile[] vs. Matlabs prctile()
    ... I've been calculating the 5th percentile of some data in Mathematica using the Quantile[] function. ...
    (sci.math.symbolic)
  • RE: Display Percentile
    ... If you already have a formula for the condition format, ... of that formula would have to be calculating what the percentile is, ... a way to get column B to acutally display what the percentile is? ...
    (microsoft.public.excel.worksheet.functions)
Quantcast