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I am aware of one convention for the uncertainty in a median:
it is 1.58 * IQR / Sqrt[n], where IQR is the inter-quartile range and n is the number of data points. This was proposed by McGill, Tukey, and Larsen in 1978, and is used by R for their boxplots. It corresponds roughly to a 95% confidence interval.

It seems that the "Notched" function in Mathematica's BoxWhiskerChart function is using a different calculation, but I have failed to find any information on what that calculation is.

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    $\begingroup$ I believe the documentation says the fat part of the plot is bounded by the 1st and 3rd quartiles (Properties & Relations section). Am I missing something? $\endgroup$ May 10, 2015 at 19:35
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    $\begingroup$ @SjoerdC.deVries Those are the boundaries of the box itself. I think the OP is referring to the limits of the notched part of the box, when you request the "Notched" option. $\endgroup$
    – MarcoB
    May 10, 2015 at 20:44

1 Answer 1

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Update: You can control the median confidence interval using the suboption "MedianConfidenceIntervalParameter" of the option Method:

data = Table[RandomReal[BetaDistribution[a, 1.5], 100], {a, 1, 5, 1}]; 

opts = {{"Notched", {"MedianMarker", Purple}, {"MedianNotch", Orange}}, 
       ImageSize -> 300,  ChartElementFunction -> "GlassBoxWhisker"};
bwc1 = BoxWhiskerChart[data[[1]], ## & @@ opts, PlotLabel -> Style["Default" , 16]];
bwcs = BoxWhiskerChart[data[[1]], Sequence @@ opts,
     PlotLabel -> Style["MedianConfidenceIntervalParameter ->" <> ToString@#, 16],
     Method -> {"MedianConfidenceIntervalParameter" -> #}] & /@ 
     {1.7, .5, 1., 2., 3};

Row[{bwc1, bwcs[[1]]}]

enter image description here

Row[Rest@bwcs]

enter image description here

Note: The function Charting`iBoxWhiskerChart is the first function called in the TracePrint of BoxWhiskerChart[...]. One of its options is "MedianConfidenceIntervalParameter" with default value 1.7:

Options[Charting`iBoxWhiskerChart, "MedianConfidenceIntervalParameter"]

{"MedianConfidenceIntervalParameter" -> 1.7`}


Original post:

The core function used rendering the box plots in BoxWhiskerChart is System`BarFunctionDump`boxplot. You can see the code using

?? System`BarFunctionDump`boxplot

The relevant line that determines the median interval is

System`BarFunctionDump`medianInterval = 
 (System`BarFunctionDump`medianConfIntPara 1.25` System`BarFunctionDump`iqr)/
 ( 1.35` Sqrt[Length[System`BarFunctionDump`data]])

where System`BarFunctionDump`iqr is the IQR and the default value for the parameter System`BarFunctionDump`medianConfIntPara is previously defined as

System`BarFunctionDump`medianConfIntPara = 1.7`

So, the default value of the median interval parameter is

(1.7 1.25/1.35) IQR / Sqrt[n] = 1.574074 IQR / Sqrt[n]

The value of System`BarFunctionDump`medianConfIntPara is controlled by the option "MedianConfIntPara" but I could not figure out how this option is to be used in BoxWhiskerChart.

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    $\begingroup$ This is brilliant (+1)! Would you mind sharing how you found out where to look for boxplot etc? I tried to dig around a bit, but came up empty. $\endgroup$
    – MarcoB
    May 10, 2015 at 20:46
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    $\begingroup$ @MarcoB, thank you for the vote and kind words. I use the general spelunking method: use ?? *`*BoxWhisker* and click on some the results; found that System`BarFunctionDump`boxplot is called by few functions that inspected. I was lucky to bump into something that was relevant without going through a long chain of other function calls. $\endgroup$
    – kglr
    May 10, 2015 at 21:48
  • $\begingroup$ Thank you! I will use this example as a study tool in spelunking, by trying to retrace your steps. I am curious to see how far I can get with this approach on my own, knowing a) that there is something to find; 2) what that something is already ;-) $\endgroup$
    – MarcoB
    May 10, 2015 at 22:06

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