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In the previous posts, I discussed the P² quantile estimator (a sequential estimator which takes \(O(1)\) memory and estimates a single predefined quantile), the moving P² quantile estimator (a moving modification of P² which estimates quantiles within the moving window), and the extended P² quantile estimator (a sequential estimator which takes \(O(m)\) memory and estimates \(m\) predefined quantiles). Now it’s time to build the moving modification of the extended P² quantile estimator which es...