Quantile

Quantile is one of numerical characteristics of random values used in mathematical statistics. Suppose that (Ω,Σ,Ρ) probabilistic space, for which Ρx is probabilistic measure that sets distribution of some random value X, and suppose that α ϵ (0,1), then quantile of level α of distribution Ρx is such a number that:

Often Used Quantiles of Special Types

Percentile. xp/100, where p =1, …, 99.
Decile. xp/10, where p = 1, …, 9.
Quartile. xp/4, where p=1,…,4. There are upper x0.75 and lower x0.25 quartiles.
Median. x0,5. Mean factor of distribution.