@joshualande @avibryant Curious: how good is the algebird QTree at estimating tail percentiles for heavy-tailed distributions?
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@avibryant@venusatuluri My very unscientific tests seem to suggest k=6 gets you to ~ 1 percent accuracy and k=7 gets to ~ 0.1% accuracy. -
@joshualande@venusatuluri ah cool. Have you tried that with different distributions? -
@avibryant@venusatuluri I've only tried it with power laws. At some point I've been meaning to quantify this more accurately =) -
@joshualande@avibryant Oh awesome. I assume the 0.1% accuracy is for the tail quantiles, the median etc should be even better? -
@venusatuluri@avibryant My tests were very unscientific. At some point I will try to come up with a better estimate.
End of conversation
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