4 ms·
Average is actually one of the "nicer" summary statistics to work with because you can recalculate it over a different aggregation level if you kept the volume.
by noodlenotes 5y ago
Average is actually one of the "nicer" summary statistics to work with because you can recalculate it over a different aggregation level if you kept the volume. It's statistics like median, percentile that you have to worry about. In my experience, people over-rely on averages just because they're easy to re-aggregate when they really should be using something else.
- klodolph 5y agoYeah, median and percentiles are awful. You usually want them only at the very top-end, as the final summary of some system. Like, “page renders within 500ms for 90% of users”. So, well meaning engineers will collect percentiles on individual components in the system, with the idea that if you want percentiles at the end, just collect percentiles everywhere. You’re left with garbage data that can’t be aggregated in a way that makes any sense.
- kqr 5y agoThat's not at all true. Any meaningful aggregation requires storing the empirical distribution of data for individual components. A percentile histogram is an excellent approximation to this, when done properly.
- hasmanean 5y agoAgreed. Histograms can be added and aggregated. You can always estimate the mean from a histogram. So if you compute a histogram of latency values every minute, you can add them up for successive minutes to get the distribution over larger intervals.
- klodolph 5y agoI think you actually agree with what I'm saying... which is that discarding the histogram and e.g. just collecting the 90%ile will leave you unable to do the analysis you want.
- kqr 5y agoThat does sound like something I'd say. Well spotted!