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It's a quite hand wavy central limit theory for large N or close to normal distribution: http://davidmlane.com/hyperstat/A106993.html

It's a fixed memory size but gets released when you move into the recursive part. Increasing the fixed part will give you a better starting estimate. See here for quantiles: https:…

Median Absolute Deviation Discussed in the previous post: http://anthonylloyd.github.io/blog/2016/10/21/MAD-Outliers It's roughly the range around the median where half the sample …

Happy to answer questions if anything is not clear or discuss.