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Remark on stably updating mean and standard deviation of data

✍ Scribed by Cotton, Ira W.


Book ID
121181406
Publisher
Association for Computing Machinery
Year
1975
Tongue
English
Weight
60 KB
Volume
18
Category
Article
ISSN
0001-0782

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Stably updating mean and standard deviat
✍ Hanson, Richard J. πŸ“‚ Article πŸ“… 1975 πŸ› Association for Computing Machinery 🌐 English βš– 149 KB

By considering the (sample) mean of a set of data as a fit to this data by a constant function, a computational method is given based on a matrix formulation and Givens transformations. The (sample) mean and standard deviation can be updated as data accumulates. The procedure is numerically stable a