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A comment on How percentile approximation works and why it's more useful than averages. Parent comment

Re:How percentile approximation works and why it's more usef... by convolvatron on Tuesday September 14, 2021 @12:53PM (#28527504)
i think the new ones started wtih Greenwald-Khanna. but i definately agree - p^2 can be a little silly and misleading. in particular it is really poor at finding those little modes on the tail that correspond to interesting system behaviours.
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Re:How percentile approximation works and why it's more usef... by cyral on Tuesday September 14, 2021 @12:56PM (#28527538)
That sounds familiar, I remember reading about Greenwald-Khanna before I found T-Digest after I ran into the "how to find a percentile of a massive data set" problem myself.
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