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tdunning avatar tdunning commented on May 25, 2024

No special handling will be necessary at all.

T-digest handles distributions that are 10^30 times more skewed than what
you describe without any special handling.

On Mon, Sep 26, 2016 at 11:39 PM, Arvind [email protected] wrote:

Could you please explain what is expected if the underlying distribution
is a powerlaw (pareto specifically). The deviation of computed 50-pct from
real 50-pct ranges from 0.01% to 15%. Furthermore, it deviates based on
shuffle.

My data set has 600K data points. Do we have any specific scaling guide to
replace 4_q_(1-q) for powerlaw types.


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