10
votes
2answers
1k views

Is it possible to accumulate a set of statistics that describes a large number of samples such that I can then produce a boxplot?

I must clarify immediately that I am a practicing software developer, not a statistician, and that my college stats class was a very long time ago… That said, I would like to know if there is a ...
22
votes
10answers
2k views

What is a good algorithm for estimating the median of a huge read-once data set?

I'm looking for a good algorithm (meaning minimal computation, minimal storage requirements) to estimate the median of a data set that is too large to store, such that each value can only be read once ...
9
votes
7answers
3k views

Algorithms to compute the running median?

On smaller window sizes, n log n sorting might work. Are there any better algorithms to achieve this?