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.
This software is also peer reviewed by journal TOMS.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
Sorted by year (- Chen, Huifen; Schmeiser, Bruce W.: Monte Carlo estimation for guaranteed-coverage non-normal tolerance intervals (1995)
- Hashem, S.; Schmeiser, B.: Algorithm 727: Quantile estimation using overlapping batch statistics (1994)