SYSTEMS AND METHODS FOR QUANTILE DETERMINATION IN A DISTRIBUTED DATA SYSTEM

In accordance with the teachings described herein, systems and methods are provided for estimating quantiles for data stored in a distributed system. In one embodiment, an instruction is received to estimate a specified quantile for a variate in a set of data stored at a plurality of nodes in the distributed system. A plurality of data bins for the variate are defined that are each associated with a different range of data values in the set of data. Lower and upper quantile bounds for each of the plurality of data bins are determined based on the total number of data values that fall within each of the plurality of data bins. The specified quantile is estimated based on an identified one of the plurality of data bins that includes the specified quantile based on the lower and upper quantile bounds.