realno commented on pull request #1539:
URL: 
https://github.com/apache/arrow-datafusion/pull/1539#issuecomment-1013930130


   > The T-Digest algorithm returns an interpolated result, so I think 
`percentile_cont` makes most sense - however T-digest is an approximation of 
the quantile. Should we include `approx` in the name to signify this? If so, 
would `approx_percentile_cont` be the desired name, keeping in line with the 
existing `approx_distinct` aggregate?
   
   This sounds reasonable. I suggest also check if anyone from the community is 
more familiar with Postgres implementation. I remember I read somewhere its 
quantile is more efficient than median function, so I assume it uses something 
like KLL., if that's the case it may not be a big deal if we use approx or not. 
 


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