Quantile - Sample Quantile

Returns the sample p-quantile of the non-missing observations (i.e., divides the sample data into equal parts determined by the percentage p).


Quantile(X, p)

is the input data sample (one/two-dimensional array of cells (e.g., rows or columns))
is a scalar value between 0 and 1.


  1. The time series may include missing values (e.g., #N/A, #VALUE!, #NUM!, empty cell), but they will not be included in the calculations.
  2. The Quantile function for any distribution is defined between 0 and 1. Its function is the inverse of the cumulative distribution function (CDF).
  3. The Quantile function returns the sample median when $p=0.5$.
  4. The Quantile function returns the sample minimum when $p=0$.
  5. The Quantile function returns the sample maximum when $p=1$.
  6. For any probability distribution, the following holds true for the probability $p$: $$P(X\lt q)\geq p$$ Where:
    • $q$ is the sample $p$-quantile.

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