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Wrong result #1

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Wrong result#1

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@Allineer
Allineer
opened on Jul 22, 2020

Hello!

example:

invariants = [(0.50, 0.05), (0.90, 0.01), (0.99, 0.001)]
estimator = QuantileEstimator(*invariants)
for i in range(0, 100):
    estimator.observe(i)
for quantile, _ in invariants:
    print(quantile, "=", estimator.query(quantile))

result:

0.50 = 25
0.90 = 45
0.99 = 50

expected something like:

0.50 = 50
0.90 = 90
0.99 = 99

@matttproud, where am I wrong? Or am I not wrong?
Thanks.

Activity

  1. antonmyronyuk commented on Jul 20, 2022

    @antonmyronyuk
    antonmyronyuk
    on Jul 20, 2022

    Hello, are you sure you are using proper version of lib? Original lib does not have QuantileEstimator class.

    I've tried to run this code snippet and have received:

    0.5 = 54
0.9 = 90
0.99 = 99

    Results are correct
    54 for 0.5 percentile is in range of allowed inaccuracy (5%)

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