Algorithms for Computing the Sample Variance: Analysis and Recommendations
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00031305.1983.10483115
Reference11 articles.
1. Bjöck, Å. 1979. personal communication
2. Chan, T. F., Golub, G. H. and LeVeque, R. J. “Updating Formulae and a Pairwise Algorithm for Computing Sample Variances,”. Proceedings of the 5th Symposium held at Toulouse. Edited by: Caussinus, H. pp.30–41. Compstat 1982
3. Computing standard deviations
4. Remark on stably updating mean and standard deviation of data
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