Interdecile range

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In statistics, the interdecile range is the difference between the first and the ninth deciles (10% and 90%). The interdecile range is a measure of statistical dispersion of the values in a set of data, similar to the range and the interquartile range, and can be computed from the (non-parametric) seven-number summary.

Despite its simplicity, the interdecile range of a sample drawn from a normal distribution can be divided by 2.56 to give a reasonably efficient estimator[citation needed] of the standard deviation of a normal distribution. This is derived from the fact that 80% (90%-10%) of a normal distribution falls within ±1.28 standard deviations of the mean.

A more efficient estimator is given by instead taking the 7% trimmed range (the difference between the 7th and 93rd percentiles) and dividing by 3 (corresponding to 86% of the data falling within ±1.5 standard deviations of the mean in a normal distribution); this yields an estimator having about 65% efficiency.[1] Analogous measures of location are given by the median, midhinge, and trimean (or statistics based on nearby points).

See also[edit]

References[edit]

  1. ^ Evans 1955, Appendix G: Inefficient statistics, pp. 902–904.