Algorithm 727: Quantile estimation using overlapping batch statistics
Published in ACM Transactions on Mathematical Software • Mar 1, 1994
NobleIDNI6P90W53R03S02
Authors:,
S. Hashem
Bruce W. Schmeiser
Abstract
An efficient algorithm for estimating the q th quantile of a set of n data points is introduced. The standard error of the quantile estimate is estimated using overlapping batch statistics. A driver program is included.
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