Why Percentiles Don’t Work the Way you Think

“Customers ask us for p99 (99th percentile) of metrics pretty frequently.

It’s a request that certainly makes sense, and we plan to add such a functionality to VividCortex (more on that later). But a lot of the time, when customers make this request, they actually have something very specific in mind — something problematic. They’re not asking for the 99th percentile of a metric, they’re asking for a metric of 99th percentile. This is very common in systems like Graphite, and it doesn’t achieve what many people seem to think it does. This blog post explains how you might have the wrong idea™ about percentiles, the degree of the mistake (it depends), and what you can do instead…”