HyukjinKwon commented on a change in pull request #27278: 
[SPARK-30569][SQL][PYSPARK][SPARKR] Add percentile_approx DSL functions.
URL: https://github.com/apache/spark/pull/27278#discussion_r368346043
 
 

 ##########
 File path: python/pyspark/sql/functions.py
 ##########
 @@ -582,6 +582,51 @@ def nanvl(col1, col2):
     return Column(sc._jvm.functions.nanvl(_to_java_column(col1), 
_to_java_column(col2)))
 
 
+@since(3.0)
+def percentile_approx(col, percentage, accuracy=10000):
+    """Returns the approximate percentile value of numeric column col at the 
given percentage.
+    The value of percentage must be between 0.0 and 1.0.
+
+    The accuracy parameter (default: 10000)
+    is a positive numeric literal which controls approximation accuracy at the 
cost of memory.
+    Higher value of accuracy yields better accuracy, 1.0/accuracy is the 
relative error
+    of the approximation.
+
+    When percentage is an array, each value of the percentage array must be 
between 0.0 and 1.0.
+    In this case, returns the approximate percentile array of column col
+    at the given percentage array.
+
+    >>> df = (spark.range(0, 1000, 1, 1)
+    ...     .withColumn("id", col("id") % 3)
+    ...     .withColumn("value", randn(42) + col("id") * 10))
+    >>> (df
+    ...     .select(percentile_approx("value", [0.25, 0.5, 0.75], 
1000000).alias("quantiles"))
+    ...     .show(truncate=False))
+    +----------------------------------------------------------+
+    |quantiles                                                 |
+    +----------------------------------------------------------+
+    |[0.7264430125286507, 9.98975299938167, 19.335304783039014]|
 
 Review comment:
   I remember the float representation between JDK 8 and 11 was different for 
some reasons (maybe it's Python's limitation or an issue in Py4J). I think it's 
better to use doctest's ELLIPSIS.

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