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Yeah, 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 fo
by klodolph 6y ago
Yeah, 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 6y 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 6y 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 6y 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 6y agoThat does sound like something I'd say. Well spotted!