[GitHub] [incubator-datasketches-java] AlexanderSaydakov commented on issue #328: Maximal estimate error

[GitBox <gi...@apache.org>]

AlexanderSaydakov commented on issue #328:
URL: https://github.com/apache/incubator-datasketches-java/issues/328#issuecomment-665132552


   As Jon said, for these algorithms there are no hard bounds. There is a distribution of error similar to normal distribution with ever decreasing probability to have an estimate farther and farther away from the true value. The sketch can give you upper and lower bounds for three confidence intervals that roughly correspond to 1, 2 and 3 standard deviations of the normal distribution: roughly 67%, 95% and 99% confidence. There are formulas in the papers. Perhaps we need better documentation on the web site. We have an accuracy table for Theta sketch, but not for HLL and CPC yet.


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