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Re: v2v dynamic system

nathanvbasko, Thu Apr 09, 2020 2:24 pm

v2v dynamic trading system: ... a Project Looking Glass


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Statistical: Mean, Deciles and Quantiles-Quartiles ─ Percentile has been added.

In statistics and probability quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities, or dividing the observations in a sample in the same way. There is one fewer quantile than the number of groups created. Thus quartiles are the three cut points that will divide a dataset into four equal-sized groups. Common quantiles have special names: for instance quartile, decile (creating 10 groups: see below for more). The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points.
 
A Quartile is a type of quantile which divides the number of data points into four more or less equal parts or quarters.

The first quartile (Q1) is defined as the middle number between the smallest number and the median of the data set. It is also known as the lower quartile or the 25th empirical quartile and it marks where 25% of the data is below or to the left of it (if data is ordered on a timeline from smallest to largest).

The second quartile (Q2) is the median of a data set and 50% of the data lies below this point.

The third quartile (Q3) is the middle value between the median and the highest value of the data set. It is also known as the upper quartile or the 75th empirical quartile and 75% of the data lies below this point.[1] Due to the fact that the data needs to be ordered from smallest to largest in order to compute quartiles, quartiles are a form of Order statistic.
 
 
    
 
In descriptive statistics, the interquartile range (IQR), also called the midspread, middle 50%, or H‑spread, is a measure of statistical dispersion, being equal to the difference between 75th and 25th percentiles, or between upper and lower quartiles, IQR = Q3 − Q1. In other words, the IQR is the first quartile subtracted from the third quartile; these quartiles can be clearly seen on a box plot on theles; and they are denoted by Q1, Q2, and Q3, respectively.
 
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
second quartile Q2 is the same as the ordinary median.
 
 
   
    

 ─source Wikipedia 
  

 
     

  
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