jmeter-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Felix Schumacher <felix.schumac...@internetallee.de>
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:
> 
>     https://github.com/apache/jmeter/pull/296
> 
>     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, https://github.com/tdunning/t-digest/ 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 
median.

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 
median).

I wonder if we should change our implementation at all.

Felix

> 
>     Thanks
> 
> 
> ---
> If your project is set up for it, you can reply to this email and have 
> your
> reply appear on GitHub as well. If your project does not have this 
> feature
> enabled and wishes so, or if the feature is enabled but not working, 
> please
> contact infrastructure at infrastructure@apache.org or file a JIRA 
> ticket
> with INFRA.
> ---

Mime
View raw message