Concept

Expected value — where it appears

The average of a random quantity weighted by the probability of each outcome. It is a property of a distribution rather than of any run, so a mean of sampled runs only estimates it, with an error that shrinks as the square root of the number of runs.

Named by 5 essays across 3 fields — each of them below, with the objects they name alongside it.

mean 494599th 60304,2825,4136,543comparisonsruns600 independent random inputs, n = 512worst run 1.32× the mean

The words "on average" are not a number

Quicksort is Θ(n log n) on average. Six hundred runs at n = 512 give a distribution with a mean of 4,945 comparisons, a median of 4,908, and a worst case 32% above the mean. The average is a summary of that picture, it is the least interesting thing in it, and it is almost always the only thing reported.

wrong · Distribution
0.0000.0100.0200.030150200comparisonsprobability per comparison countmean 139.86exact400 runsn = 32, pivot chosen uniformlysampled mean 140.19

A distribution computed rather than sampled

Quicksort with a random pivot makes a random number of comparisons, and every plate in these essays reports one draw from that distribution. The distribution itself can be computed exactly — every pivot, every split, weighed — and on sixty-four elements its mean is 360.706 and its standard deviation 36.741. A hundred real runs average 365.98; two thousand average 360.74. The exact answer says how many runs a sample needs, and it is fewer as the input grows.

counting · Count
12481632641282561executed queries the fit sawexpected regrettrusting the estimatefitted from the queriesthe best divisor, 1.5ρ = 4, σ = 1.5, 120 fits a pointlower is better

What a planner pays to find out what to pay

Insurance against a row estimate is set from the error's median and spread, and a running system knows neither — it has to fit them from executed queries. Fitted from one query the divisor costs 1.263 times the better plan against 1.215 for a planner that never insures at all, so learning is worse than not learning until about sixteen queries have run. The tail, though, is bought immediately: one observation already holds the worst case to 24.7 against 36.6.

applied · Transfer
00.0250.0500.0750.100200300400500comparisonsprobability of exactly that manymerge sort's worst case, 321merge sort, sd 4.22quicksort, sd 36.74n = 64, both exactratio of spreads 8.7

The spread a merge sort does not have

On 65,536 random keys quicksort's comparison count has a standard deviation of 42,470 and merge sort's has one of 141.9 — three hundred times smaller, on means only a quarter apart. Merge sort's count is a fixed bill minus 65,535 independent leftovers, one per merge, each worth about a coin toss, so its spread grows as the square root of n where quicksort's grows as n. From 256 keys up a single run of merge sort pins its mean to one per cent, and a third of quicksort's whole spread is decided by its first pivot.

counting · Count
1.201.401.601.80executed queries the fit sawexpected regret248163264128256fitted spread75% bound95% bound99% boundtrusting the estimatethe best divisor, 1.5ρ = 4, σ = 1.5, 120 fits a pointlower is better

A planner that knows how sure it is

A planner that fits its insurance divisor from a handful of executed queries under-insures, because a spread fitted to a small sample is biased low. The textbook repair is to use the upper end of a confidence interval on the spread instead of its centre. At a read ratio of four it makes the planner worse than trusting its estimate for longer — until sixty-four queries rather than sixteen — and it buys the worst case immediately, from 22.4 times the better plan to 6.2 after two queries. The bound is not a correction towards the truth. It is a dial between two different planners.

applied · Transfer

Named alongside it

The objects these essays reach for when they reach for this one.

DistributionSamplingComparison countQuicksortVarianceWorst caseBreak-evenCardinality estimationCost modelDesign parameterMeasurement designQuery planner

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