Wrong result

[Allineer]

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.

[antonmyronyuk]

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%)