How does BOXPLOT from the Statistics Toolbox perform robust estimate of the uncertainty?

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Accepted Answer

MathWorks Support Team
MathWorks Support Team on 27 Jun 2009
This bug has been fixed for Release 14 SP1 (R14SP1). For previous releases, please read below for any possible workarounds:
Our documentation staff will look into adding documentation on this function function in a future release of the Statistics Toolbox. Currently, the intervals in BOXPLOT are not described adequately. They are 95% comparison intervals. Two group medians are significantly different if their intervals are disjoint, and are not significantly different if the intervals overlap. There is no control over the 95% level, and the intervals should not be interpreted as confidence intervals.
More information on Boxplots can be found below:
The original source for the notched boxplots is McGill, Tukey, and Larsen (1978), "Variations of Boxplots", The American Statistician, 32:12-16. Books on exploratory data analysis (EDA) should also cover them, we happen to have on hand Velleman and Hoaglin (1981), "Applications, Basics, and
Computing of Exploratory Data Analysis", Duxbury Press.
A journal article that gives a good explanation of why the individual CIs are not at 95% confidence, but the "overlap test for difference of medians" is at 95% significance is Nelson, L.S., (1989), "Evaluating
Overlapping Confidence Intervals", Journal of Quality Technology, 21:140-141.

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