Algorithm 727: Quantile estimation using overlapping batch statistics

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Algorithm 727: Quantile estimation using overlapping batch statistics

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 20 , Issue 1 (March 1994) table of contents

Pages: 100 - 102

Year of Publication: 1994

ISSN:0098-3500

Authors

Sherif Hashem	Purdue University
Bruce Schmeiser	Purdue University

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 2, Downloads (12 Months): 51, Citation Count: 3

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appendices and supplements abstract references cited by index terms collaborative colleagues peer to peer

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q-th quantile and standard deviation of that estimate

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.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Alfred V. Aho , John E. Hopcroft, The Design and Analysis of Computer Algorithms, Addison-Wesley Longman Publishing Co., Inc., Boston, MA, 1974
	2	C~LSTE~N, E. 1986. The use of subseries values for estimating the variance of a general statistic from a stationary sequence. Ann. Stat., 14, 3, 1171 1179.
	3	Bruce W. Schmeiser , Thanos N. Avramidis , Sherif Hashem, Overlapping batch statistics, Proceedings of the 22nd conference on Winter simulation, p.395-398, December 09-12, 1990, New Orleans, Louisiana, United States

CITED BY 3

	Demet C. Wood , Bruce W. Schmeiser, Overlapping batch quantiles, Proceedings of the 27th conference on Winter simulation, p.303-308, December 03-06, 1995, Arlington, Virginia, United States
	Bruce Schmeiser, Simulation output analysis: a tutorial based on one research thread, Proceedings of the 36th conference on Winter simulation, December 05-08, 2004, Washington, D.C.
	David Goldsman , Bruce W. Schmeiser, Computational efficiency of batching methods, Proceedings of the 29th conference on Winter simulation, p.202-207, December 07-10, 1997, Atlanta, Georgia, United States