Algorithm 727: Quantile estimation using overlapping batch statistics

Authors:
Sherif Hashem;Bruce Schmeiser
Affiliations:
Purdue University;Purdue University
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1994

Citing 2
Cited 3

Overlapping batch statistics

WSC' 90 Proceedings of the 22nd conference on Winter simulation
The Design and Analysis of Computer Algorithms

The Design and Analysis of Computer Algorithms

Overlapping batch quantiles

WSC '95 Proceedings of the 27th conference on Winter simulation
Computational efficiency of batching methods

Proceedings of the 29th conference on Winter simulation
Simulation output analysis: a tutorial based on one research thread

WSC '04 Proceedings of the 36th conference on Winter simulation

Quantified Score

Hi-index	0.00

Visualization

Abstract

An efficient algorithm for estimating the qth 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.