The P-Square Algorithm for Dynamic Calculation of Percentiles and Histograms without Storing Observations

A heuristic algorithm is proposed for dynamic calculation of 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 implementing in a quantile chip that can be used in industrial controllers and recorders. The algorithm is further extended to histogram plotting. The accuracy of the algorithm is analyzed.

• Type: Journal
• Year: 1985
• Where: Communications of the ACM
• Authors: R. Jain, I. Chlamtac
• Keywords: Histograms, P-Square Algorithm