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Computing Percentiles of Large Data Sets

Jo Ann Howell
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Jo Ann Howell: Los Alamos National Laboratory

A chapter in Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface, 1981, pp 356-358 from Springer

Abstract: Abstract We describe an algorithm for finding percentiles of large data sets (those having 100,000 or more points). This algorithm does not involve sorting the entire data set. Instead, we sample the data and obtain a guess for the percentile. Then, using the guess we extract a subset of the original data through which we search for the true percentile.

Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-9464-8_58

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DOI: 10.1007/978-1-4613-9464-8_58

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