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From Felix Schumacher <>
Subject Re: [GitHub] jmeter issue #296: Bug 61078 - Percentile calculation error
Date Tue, 09 May 2017 07:21:36 GMT
Am 09.05.2017 09:11, schrieb pmouawad:
> Github user pmouawad commented on the issue:
>     Hello @abalanonline ,
>     Thanks for your replies and explanations !
>     I am not a math expert as you seem to be, so I have few questions
> you may be able to help on:
>     1. Thanks to your comment, I see default method is LEGACY, and the
> one you have created is R_1. Do you have some insights on the
> different method and their limits / use cases ?
>     2. Why does the "bug" you report affect all libraries I checked
> (HdrHistogram, and JOrphan ) ?
> Can't it be due to a different method estimation algorithm ?
>     Note I share your thoughts on using a dedicated library but
> commons-math may be overkill in terms of performance compared to
> HdrHistogram or t-digest.

I have tried to do a bit of research on percentiles, quantiles and 

It looks to me, that those "points" are more like ranges, and there is 
no exact value.

R and numpy will interpolate the median and the percentiles/quantiles. 
The statistics module
of python 3 has three different median implementations called median, 
median_high and median_low,
that interpolate, give the highest possible median and the lowest.

Wikipedia (the german one), gives a definition of an "Empirisches 
Quantile" (empiric quantile),
where it settles on the lower border of the quantiles (and therefore the 

I wonder if we should change our implementation at all.


>     Thanks
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