Error analysis of a pairwise summation algorithm to compute the sample variance (Q909430)
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scientific article; zbMATH DE number 4137297
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error analysis of a pairwise summation algorithm to compute the sample variance |
scientific article; zbMATH DE number 4137297 |
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Error analysis of a pairwise summation algorithm to compute the sample variance (English)
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1991
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We give an error analysis of an algorithm for computing the sample variance due to \textit{T. F. Chan}, \textit{G. H. Golub}, and \textit{R. J. LeVeque} [Am. Stat. 37, 242-247 (1983; Zbl 0521.65098)]. It is shown that this algorithm is numerically stable. The algorithm computes the sample variance (and the sample mean) using just one pass through the sample data. It is amenable to pairwise summation and thus requires only O(log n) parallel steps.
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stability
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error analysis
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algorithm
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sample variance
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sample mean
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pairwise summation
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