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Home/Magazine Archive/October 1985 (Vol. 28, No. 10)/The P2 algorithm for dynamic calculation of quantiles.../Abstract

The P2 algorithm for dynamic calculation of quantiles and histograms without storing observations

By Raj Jain, Imrich Chlamtac
Communications of the ACM, October 1985, Vol. 28 No. 10, Pages 1076-1085
10.1145/4372.4378
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A heuristic algorithm is proposed for dynamic calculation of the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of observations. This makes it ideal for implementing in a quantile chip that can be used in industrial controllers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the algorithm is analyzed.

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