tdigest | PostgreSQL extension for estimating percentiles

-- table with some random source data
CREATE TABLE t (a int, b int, c double precision);

INSERT INTO t SELECT 10 * random(), 10 * random(), random()
                FROM generate_series(1,10000000);

-- table with pre-aggregated digests into table "  

DO LANGUAGE plpgsql $$
DECLARE
  r record;
BEGIN
  FOR r IN (SELECT random() AS v FROM generate_series(1,1000)) LOOP
    UPDATE t SET d = tdigest_add(d, r.v);
  END LOOP;
END $$;

DO LANGUAGE plpgsql $$
DECLARE
  a double precision[];
BEGIN
  SELECT