Multiple ChoiceHard 45s
t-digest for streaming percentiles
Why choose t-digest over a reservoir sample for computing p99 latency over a 24h window?
Options
- 1t-digest gives exact values for every percentile, merging exact sorted sketches, not summaries
- 2Reservoir sampling cannot be computed online, so a stream must be buffered before estimating
- 3t-digest gives high accuracy at extreme quantiles and is mergeable across shards
- 4t-digest uses less CPU than a simple counter, since it avoids per-element increments
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