Algorithm 727

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. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

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References in zbMATH (referenced in 2 articles , 1 standard article )

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  1. Chen, Huifen; Schmeiser, Bruce W.: Monte Carlo estimation for guaranteed-coverage non-normal tolerance intervals (1995)
  2. Hashem, S.; Schmeiser, B.: Algorithm 727: Quantile estimation using overlapping batch statistics (1994)