DYNAMIC FAST PERCENTILER

Determination of a value of a percentile for a large or live data set with reduced expenditure of computing resources is provided herein. The processing resources and storage resources needed to calculate percentiles for the data set are reduced by breaking the data set into buckets that retain a number of data points and the summed values of those data points in association with various filtering criteria. In response to a user request for the value of a percentile, a bucket is determined in which the percentile would reside, and a curve is developed to fit the values represented by that bucket. The curve is then used to determine and return an approximation of the value for the percentile.