Updating Formulae and a Pairwise Algorithm for Computing Sample Variances.
STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE
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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
- Statistics and Probability