thumb|Calculating the median in data sets of odd (above) and even (below) observations
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 those numbers are listed 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 <math>(4 + 5)/2</math>. (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 <math>x</math> of <math>n</math> elements, ordered from smallest to greatest,
{2} </math>
{| class="wikitable"
|+ Comparison of common averages of values [ 1, 2, 2, 3, 4, 7, 9 ]
! Type
! Description
! Example
! Result
|-
| align="center" | Midrange
| Midway point between the minimum and the maximum of a data set
| align="center" | 1, 2, 2, 3, 4, 7, 9
| align="center" | 5
|-
| align="center" | Arithmetic mean
| Sum of values of a data set divided by number of values: <math display="inline">\bar{x} = \frac{1}{n} \sum_{i=1}^n x_i</math>
| align="center" |
| align="center" | 4
|-
| align="center" | Median
| Middle value separating the greater and lesser halves of a data set
| align="center" | 1, 2, 2, 3, 4, 7, 9
| align="center" | 3
|-
| align="center" | Mode
| Most frequent value in a data set
| align="center" | 1, 2, 2, 3, 4, 7, 9
| align="center" | 2
|}
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 μ<sub>1/2</sub>, 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 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 <math>X</math> is a real number <math>m</math> that satisfies
<math display="block">
\operatorname{P}(X<m) \leq \frac{1}{2} \quad\text{and}\quad \operatorname{P}(X>m) \leq \frac{1}{2}
</math>
or, equivalently with the complementary events,
<math display="block">
\operatorname{P}(X\geq m) \geq \frac{1}{2} \quad\text{and}\quad \operatorname{P}(X\leq m) \geq \frac{1}{2}\,.
</math>
Such an <math>m</math> always exists, but needs not be uniquely determined. An equivalent phrasing uses the cumulative distribution function <math>F\colon\, \R\to\R</math> of <math>X\colon</math>
<math display="block">
\lim_{x\to m-} F(x) \leq \frac{1}{2} \leq F(m)
</math>
(cf. the drawing in the definition of expected value for arbitrary real-valued random variables).
thumb|upright|[[Mode (statistics)|Mode, median and mean (expected value) of a probability density function]]
Note that this definition does not require X to have an absolutely continuous distribution (which has a probability density function f), nor does it require a discrete one. In the former case, the inequalities can be upgraded to equality: a median satisfies
<math display="block">\operatorname{P}(X \leq m) = \int_{-\infty}^m{f(x)\, dx} = \frac{1}{2}</math>
and
<math display="block">\operatorname{P}(X \geq m) = \int_m^{\infty}{f(x)\, dx} = \frac{1}{2}\,.</math>
Any probability distribution on the real number set <math>\R</math> has at least one median, but in pathological cases there may be more than one median: if F is constant 1/2 on an interval (so that f = 0 there), then any value of that interval is a median.
Medians of particular distributions
The medians of certain types of distributions can be easily calculated from their parameters; furthermore, they exist even for some distributions lacking a well-defined mean, such as the Cauchy distribution:
- The median of a symmetric unimodal distribution coincides with the mode.
- The median of a symmetric distribution which possesses a mean μ also takes the value μ.
- The median of a normal distribution with mean μ and variance σ<sup>2</sup> 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 x<sub>0</sub> and scale parameter y is x<sub>0</sub>, the location parameter.
- The median of a power law distribution x<sup>−a</sup>, with exponent a > 1 is 2<sup>1/(a − 1)</sup>x<sub>min</sub>, where x<sub>min</sub> is the minimum value for which the power law holds.
- The median of an exponential distribution with rate parameter λ is the natural logarithm of 2 divided by the rate parameter: λ<sup>−1</sup>ln 2.
- The median of a Weibull distribution with shape parameter k and scale parameter λ is λ(ln 2)<sup>1/k</sup>.
Properties
Optimality property
The mean absolute error of a real variable m with respect to the random variable X is
<math display="block">\operatorname{E}\left[\left|X-m\right|\right]</math>
Provided that the probability distribution of X is such that the above expectation exists, then m is a median of X if and only if m is a minimizer of the mean absolute error with respect to X. In particular, if m is a sample median, then it minimizes the arithmetic mean of the absolute deviations. Note, however, that in cases where the sample contains an even number of elements, this minimizer is not unique.
This optimization-based definition of the median is useful in statistical data-analysis, for example, in k-medians clustering.
Inequality relating means and medians
thumb|upright=1.35|Comparison of [[mean, median and mode of two log-normal distributions with different skewness]]
If the distribution has finite variance, then the distance between the median <math>\tilde{X}</math> and the mean <math>\bar{X}</math> is bounded by one standard deviation.
This bound was proved by Book and Sher in 1979 for discrete samples, and more generally by Page and Murty in 1982. In a comment on a subsequent proof by O'Cinneide, Mallows in 1991 presented a compact proof that uses Jensen's inequality twice, as follows. Using |·| for the absolute value, we have
<math display="block">\begin{align}
\left|\mu - m\right| = \left|\operatorname{E}(X - m)\right|
& \leq \operatorname{E}\left(\left|X - m \right|\right) \\[2ex]
& \leq \operatorname{E}\left(\left|X - \mu\right|\right) \\[1ex]
& \leq \sqrt{\operatorname{E}\left({\left(X - \mu\right)}^2\right)} = \sigma.
\end{align}</math>
The first and third inequalities come from Jensen's inequality applied to the absolute-value function and the square function, which are each convex. The second inequality comes from the fact that a median minimizes the absolute deviation function <math>a \mapsto \operatorname{E}[|X-a|]</math>.
Mallows's proof can be generalized to obtain a multivariate version of the inequality simply by replacing the absolute value with a norm:
<math display="block">\left\|\mu - m\right\| \leq \sqrt{ \operatorname{E}\left({\left\|X - \mu\right\|}^2\right) }
= \sqrt{ \operatorname{trace}\left(\operatorname{var}(X)\right) }</math>
where m is a spatial median, that is, a minimizer of the function <math>a \mapsto \operatorname{E}(\|X-a\|).\,</math> The spatial median is unique when the data-set's dimension is two or more.
An alternative proof uses the one-sided Chebyshev inequality; it appears in an inequality on location and scale parameters. This formula also follows directly from Cantelli's inequality.
Unimodal distributions
For the case of unimodal distributions, one can achieve a sharper bound on the distance between the median and the mean:
<math display="block">\left|\tilde{X} - \bar{X}\right| \le \left(\frac{3}{5}\right)^{1/2} \sigma \approx 0.7746\sigma.</math>
A similar relation holds between the median and the mode:
<math display="block">\left|\tilde{X} - \mathrm{mode}\right| \le 3^{1/2} \sigma \approx 1.732\sigma.</math>
thumb|The mean is greater than the median for monotonic distributions.
Mean, median, and skew
A typical heuristic is that positively skewed distributions have mean > median. This is true for all members of the Pearson distribution family. However this is not always true. For example, the Weibull distribution family has members with positive mean, but mean < median. Violations of the rule are particularly common for discrete distributions. For example, any Poisson distribution has positive skew, but its mean < median whenever <math>\mu \bmod 1>\ln 2</math>. See for a proof sketch.
When the distribution has a monotonically decreasing probability density, then the median is less than the mean, as shown in the figure.
Jensen's inequality for medians
Jensen's inequality states that for any random variable X with a finite expectation E[X] and for any convex function f
<math display="block"> f(\operatorname{E}(x)) \le \operatorname{E}( f(x) ) </math>
This inequality generalizes to the median as well. We say a function is a C function if, for any t,
<math display="block"> f^{-1}\left( \,(-\infty, t]\, \right) = \{ x \in \Reals \mid f(x) \le t \} </math>
is a closed interval (allowing the degenerate cases of a single point or an empty set). Every convex function is a C function, but the reverse does not hold. If f is a C function, then
<math display="block"> f(\operatorname{med}[X]) \le \operatorname{med}[ f(X)] </math>
If the medians are not unique, the statement holds for the corresponding suprema.
Medians for samples
Efficient computation of the sample median
Even though comparison-sorting n items requires operations, selection algorithms can compute the th-smallest of items with only operations. This includes the median, which is the th order statistic (or for an even number of samples, the arithmetic mean of the two middle order statistics).
Selection algorithms still have the downside of requiring memory, that is, they need to have the full sample (or a linear-sized portion of it) in memory. Because this, as well as the linear time requirement, can be prohibitive, several estimation procedures for the median have been developed. A simple one is the median of three rule, which estimates the median as the median of a three-element subsample; this is commonly used as a subroutine in the quicksort sorting algorithm, which uses an estimate of its input's median. A more robust estimator is Tukey's ninther, which is the median of three rule applied with limited recursion: if is the sample laid out as an array, and
then
The remedian is an estimator for the median that requires linear time but sub-linear memory, operating in a single pass over the sample.
Sampling distribution
The distributions of both the sample mean and the sample median were determined by Laplace. The distribution of the sample median from a population with a density function <math>f(x)</math> is asymptotically normal with mean <math>m</math> and variance
<math display="block"> \frac{ 1 }{ 4n f( m )^2 }</math>
where <math>m</math> is the median of <math>f(x)</math> and <math>n</math> is the sample size:
<math display="block">\text{Sample median} \sim \mathcal{N}{\left(\mu{=}m, \, \sigma^2{=}\frac{1}{ 4n f(m)^2}\right)}</math>
A modern proof follows below. Laplace's result is now understood as a special case of the asymptotic distribution of arbitrary quantiles.
For normal samples, the density is <math>f(m) = 1 / \sqrt{2\pi\sigma^2}</math>, thus for large samples the variance of the median equals <math>({\pi}/{2}) \cdot(\sigma^2/n).</math> An alternative—the "delete k" method—where <math>k</math> grows with the sample size has been shown to be asymptotically consistent. This method may be computationally expensive for large data sets. A bootstrap estimate is known to be consistent, but converges very slowly (order of <math>n^{-\frac{1}{4</math>). Other methods have been proposed but their behavior may differ between large and small samples.
Efficiency
The efficiency of the sample median, measured as the ratio of the variance of the mean to the variance of the median, depends on the sample size and on the underlying population distribution. For a sample of size <math>N = 2n + 1</math> from the normal distribution, the efficiency for large N is
<math display="block"> \frac{2}{\pi} \frac{N+2}{N} </math>
The efficiency tends to <math> \frac{2}{\pi} </math> as <math>N</math> tends to infinity.
In other words, the relative variance of the median will be <math>\pi/2 \approx 1.57</math>, or 57% greater than the variance of the mean – the relative standard error of the median will be <math>(\pi/2)^\frac{1}{2} \approx 1.25</math>, or 25% greater than the standard error of the mean, <math>\sigma/\sqrt{n}</math> (see also section #Sampling distribution above.).
Other estimators
For univariate distributions that are symmetric about one median, the Hodges–Lehmann estimator is a robust and highly efficient estimator of the population median.
If data is 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. Pareto interpolation is an application of this when the population is assumed to have a Pareto distribution.
Multivariate median
Previously, this article discussed the univariate median, when the sample or population had one-dimension. When the dimension is two or higher, there are multiple concepts that extend the definition of the univariate median; each such multivariate median agrees with the univariate median when the dimension is exactly one.
Marginal median
The marginal median is defined for vectors defined with respect to a fixed set of coordinates. A marginal median is defined to be the vector whose components are univariate medians. The marginal median is easy to compute, and its properties were studied by Puri and Sen.
Geometric median
The geometric median of a discrete set of sample points <math>x_1,\ldots x_N</math> in a Euclidean space is the point minimizing the sum of distances to the sample points.
<math display="block">\hat\mu = \underset{\mu\in \mathbb{R}^m}{\operatorname{arg\,min \sum_{n=1}^{N} \left \| \mu-x_n \right \|_2</math>
In contrast to the marginal median, the geometric median is equivariant with respect to Euclidean similarity transformations such as translations and rotations.
Median in all directions
If the marginal medians for all coordinate systems coincide, then their common location may be termed the "median in all directions". This concept is relevant to voting theory on account of the median voter theorem. When it exists, the median in all directions coincides with the geometric median (at least for discrete distributions).
Centerpoint
Conditional median
The conditional median occurs in the setting where we seek to estimate a random variable <math> X </math> from a random variable <math> Y </math>, which is a noisy version of <math> X </math>. The conditional median in this setting is given by
<math display="block"> m(X|Y=y) = F^{-1}_{X|Y=y} \left(\frac{1}{2}\right)</math>
where <math>t \mapsto F^{-1}_{X|Y=y}(t) </math> is the inverse of the conditional cdf (i.e., conditional quantile function) of <math>x \mapsto F_{X|Y}(x|y)</math>. For example, a popular model is <math> Y = X+Z </math> where <math>Z</math> is standard normal independent of <math>X</math>. The conditional median is the optimal Bayesian <math>L_1</math> estimator:
<math display="block"> m(X|Y=y) = \arg \min_f \operatorname{E} \left[ | X - f(Y) | \right]</math>
It is known that for the model <math> Y = X+Z </math> where <math>Z</math> is standard normal independent of <math>X</math>, the estimator is linear if and only if <math>X</math> is Gaussian.
Other median-related concepts
Interpolated median
When dealing with a discrete variable, it is sometimes useful to regard the observed values as being midpoints of underlying continuous intervals. An example of this is a Likert scale, on which opinions or preferences are expressed on a scale with a set number of possible responses. If the scale consists of the positive integers, an observation of 3 might be regarded as representing the interval from 2.50 to 3.50. It is possible to estimate the median of the underlying variable. If, say, 22% of the observations are of value 2 or below and 55.0% are of 3 or below (so 33% have the value 3), then the median <math> m </math> is 3 since the median is the smallest value of <math> x </math> for which <math> F(x) </math> is greater than a half. But the interpolated median is somewhere between 2.50 and 3.50. First we add half of the interval width <math> w </math> to the median to get the upper bound of the median interval. Then we subtract that proportion of the interval width which equals the proportion of the 33% which lies above the 50% mark. In other words, we split up the interval width pro rata to the numbers of observations. In this case, the 33% is split into 28% below the median and 5% above it so we subtract 5/33 of the interval width from the upper bound of 3.50 to give an interpolated median of 3.35. More formally, if the values <math> f(x) </math> are known, the interpolated median can be calculated from
<math display="block"> m_\text{int} = m + w\left[\frac{1}{2} - \frac{F( m ) - \frac{1}{2} }{f( m )}\right]. </math>
Alternatively, if in an observed sample there are <math> k </math> scores above the median category, <math> j </math> scores in it and <math> i </math> scores below it then the interpolated median is given by
<math display="block"> m_\text{int} = m + \frac{w}{2} \left[\frac{k - i} j\right]. </math>
Pseudo-median
For univariate distributions that are symmetric about one median, the Hodges–Lehmann estimator is a robust and highly efficient estimator of the population median; for non-symmetric distributions, the Hodges–Lehmann estimator is a robust and highly efficient estimator of the population pseudo-median, which is the median of a symmetrized distribution and which is close to the population median. The Hodges–Lehmann estimator has been generalized to multivariate distributions.
Variants of regression
The Theil–Sen estimator is a method for robust linear regression based on finding medians of slopes.
Median filter
The median filter is an important tool of image processing, that can effectively remove any salt-and-pepper noise from grayscale images.
Cluster analysis
In cluster analysis, the k-medians clustering algorithm provides a way of defining clusters, in which the criterion of maximising the distance between cluster-means that is used in k-means clustering, is replaced by maximising the distance between cluster-medians.
Median–median line
This is a method of robust regression. The idea dates back to Wald in 1940 who suggested dividing a set of bivariate data into two halves depending on the value of the independent parameter <math>x</math>: a left half with values less than the median and a right half with values greater than the median. He suggested taking the means of the dependent <math>y</math> and independent <math>x</math> variables of the left and the right halves and estimating the slope of the line joining these two points. The line could then be adjusted to fit the majority of the points in the data set.
Nair and Shrivastava in 1942 suggested a similar idea but instead advocated dividing the sample into three equal parts before calculating the means of the subsamples. Brown and Mood in 1951 proposed the idea of using the medians of two subsamples rather the means. Tukey combined these ideas and recommended dividing the sample into three equal size subsamples and estimating the line based on the medians of the subsamples.
Median-unbiased estimators
Any mean-unbiased estimator minimizes the risk (expected loss) with respect to the squared-error loss function, as observed by Gauss. A median-unbiased estimator minimizes the risk with respect to the absolute-deviation loss function, as observed by Laplace. Other loss functions are used in statistical theory, particularly in robust statistics.
The theory of median-unbiased estimators was revived by George W. Brown in 1947: One such procedure is an analogue of the Rao–Blackwell procedure for mean-unbiased estimators: The procedure holds for a smaller class of probability distributions than does the Rao—Blackwell procedure but for a larger class of loss functions.
History
Scientific researchers in the ancient near east appear not to have used summary statistics altogether, instead choosing values that offered maximal consistency with a broader theory that integrated a wide variety of phenomena. Within the Mediterranean (and, later, European) scholarly community, statistics like the mean are fundamentally a medieval and early modern development. (The history of the median outside Europe and its predecessors remains relatively unstudied.)
The idea of the median appeared in the 6th century in the Talmud, in order to fairly analyze divergent appraisals. However, the concept did not spread to the broader scientific community.
Instead, the closest ancestor of the modern median is the mid-range, invented by Al-Biruni Transmission of his work to later scholars is unclear. He applied his technique to assaying currency metals, but, after he published his work, most assayers still adopted the most unfavorable value from their results, lest they appear to cheat. However, increased navigation at sea during the Age of Discovery meant that ship's navigators increasingly had to attempt to determine latitude in unfavorable weather against hostile shores, leading to renewed interest in summary statistics. Whether rediscovered or independently invented, the mid-range is recommended to nautical navigators in Harriot's "Instructions for Raleigh's Voyage to Guiana, 1595". Wright was reluctant to discard measured values, and may have felt that the median — incorporating a greater proportion of the dataset than the mid-range — was more likely to be correct. However, Wright did not give examples of his technique's use, making it hard to verify that he described the modern notion of median. In 1774, Laplace made this desire explicit: he suggested the median be used as the standard estimator of the value of a posterior PDF. The specific criterion was to minimize the expected magnitude of the error; <math>|\alpha - \alpha^{*}|</math> where <math>\alpha^{*}</math> is the estimate and <math>\alpha</math> is the true value. To this end, Laplace determined the distributions of both the sample mean and the sample median in the early 1800s. However, a decade later, Gauss and Legendre developed the least squares method, which minimizes <math>(\alpha - \alpha^{*})^{2}</math> to obtain the mean; the strong justification of this estimator by reference to maximum likelihood estimation based on a normal distribution means it has mostly replaced Laplace's original suggestion.
Antoine Augustin Cournot in 1843 was the first to use the term median (valeur médiane) for the value that divides a probability distribution into two equal halves. Gustav Theodor Fechner used the median (Centralwerth) in sociological and psychological phenomena. It had earlier been used only in astronomy and related fields. Gustav Fechner popularized the median into the formal analysis of data, although it had been used previously by Laplace, Francis Galton used the term median in 1881, having earlier used the terms middle-most value in 1869, and the medium in 1880.
<!-- this isn't why it replaced the median—the reason why is the central limit theorem and ubiquity of normally-distributed data --><!--Statisticians encouraged the use of medians intensely throughout the 19th century for its intuitive clarity. However, the notion of median does not lend itself to the theory of higher moments as well as the arithmetic mean does, and is much harder to compute. As a result, the median was steadily supplanted as a notion of generic average by the arithmetic mean during the 20th century.
External links
- Median as a weighted arithmetic mean of all Sample Observations
- On-line calculator
- Calculating the median
- A problem involving the mean, the median, and the mode.
- Python script for Median computations and income inequality metrics
- Fast Computation of the Median by Successive Binning
- 'Mean, median, mode and skewness', A tutorial devised for first-year psychology students at Oxford University, based on a worked example.
- The Complex SAT Math Problem Even the College Board Got Wrong: Andrew Daniels in Popular Mechanics