Stably updating mean and standard deviat
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Hanson, Richard J.
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Article
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1975
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Association for Computing Machinery
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English
β 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