ALGORITHM 727 - QUANTILE ESTIMATION USING OVERLAPPING BATCH STATISTICS

Authors
HASHEM S SCHMEISER B
Citation
S. Hashem et B. Schmeiser, ALGORITHM 727 - QUANTILE ESTIMATION USING OVERLAPPING BATCH STATISTICS, ACM transactions on mathematical software, 20(1), 1994, pp. 100-102
Citations number
3
Categorie Soggetti
Computer Sciences",Mathematics
Journal title
ACM transactions on mathematical software → ACNP
ISSN journal
00983500
Volume
20
Issue
1
Year of publication
1994
Pages
100 - 102
Database
ISI
SICI code
0098-3500(1994)20:1<100:A7-QEU>2.0.ZU;2-8
Abstract
An efficient algorithm for estimating the qth quantile of a set of n d ata points is introduced. The standard error of the quantile estimate is estimated using overlapping batch statistics. A driver program is i ncluded.