Accession Number:

ADA083170

Title:

Updating Formulae and a Pairwise Algorithm for Computing Sample Variances.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE

Report Date:

1979-11-01

Pagination or Media Count:

21.0

Abstract:

A general formula is presented for computing the sample variance for a sample of size m n given the means of variances for two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm for computing the variance. Other applications are discussed as well, including the use of updating formulae in a parallel computing environment. We present numerical results and rounding error analyses for several numerical schemes. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE