Error analysis of a pairwise summation algorithm to compute the sample variance

DOI10.1007/BF01385641zbMath0694.65073OpenAlexW1985050508MaRDI QIDQ909430

Jesse L. Barlow

Publication date: 1991

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133517

zbMATH Keywords

algorithmstabilityerror analysissample variancesample meanpairwise summation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• Updating mean and variance estimates
• Computing standard deviations
• Stably updating mean and standard deviation of data

This page was built for publication: Error analysis of a pairwise summation algorithm to compute the sample variance