Hi, Just a small pedantry correction:
Luc, you wrote: > The evaluation that is only an approximation is the on-line algorithm, > because it does not keep all values in memory. However, even when > everything is in memory one should be aware that the result of the > computation is the sample quantile, not the quantile of the underlying > distribution and it seems this statistic is biased (sound to me close to > what happen with standard deviation, with the 1/n or 1/(n+1) factors). I assume you mean 1/n and 1/(n-1). (The latter is used to get an unbiased estimate of the variance.) Besides that: interesting and relevant discussion. Cheers, Mikkel. --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
