Editor Histograms Without Storing Observations
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@MISC{Sargent_editorhistograms,
author = {Robert G. Sargent and Raj Jain and Iimrich Chlamtac},
title = {Editor Histograms Without Storing Observations},
year = {}
}
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Abstract
ABSTRACT: A heuristic algorithm is proposed for dynamic calculation qf the median and other quantiles. The estimates are produced dynamically as the observations are generated. The observations are not stored; therefore, the algorithm has a very small and fixed storage requirement regardless of the number of observations. This makes it ideal for implement-ing in a quantile chip that can be used in industrial con-trollers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the al,gorithm is analyzed. 1. INTRODIJCTION In the field of simulation modeling, there is a trend toward repo:rting medians or o.%quantile:s rather than mean and st.andard deviation alone. (The p-quantile of a distributi0.n is defined as the value below which 100~
