Updating means and variances

DOI10.1016/0021-9991(89)90163-0zbMath0686.65100OpenAlexW2005311939MaRDI QIDQ1262737

Alan A. Miller

Publication date: 1989

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(89)90163-0

zbMATH Keywords

grouped dataprogrampairs of variablesupdating means, variances and cross-products

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99) Computer aspects of numerical algorithms (65Yxx)

Cites Work

• A note on the progressive calculation of the mean and variance
• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• Unnamed Item

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