Quantiles

Definition: A quantile of a distribution is a value with given area to the left under the
density curve.

Notation
Distribution Textbook R Picture

0.4
0.3
0.2
t td.f. (1 − α/2) qt(1-alpha/2,df)

0.1
0.0
−3 −2 −1 0 1 2 3

0.4
0.3
x

studentized qI,d.f. (1 − α)
0.2

qtukey(1-alpha,I,df)
range
0.1
0.0

0 1 2 3 4 5 6
x
0.6
0.4

F F(I−1),d.f. (1 − α) qf(1-alpha,I-1,df)
0.2
0.0

0 1 2 3 4 5 6
x