Stably Updating Mean and Standard Deviation of Data.

Abstract

By considering the (sample) mean of a set of data as a fit to this data by a constant function, a computational method is presented based on a matrix formulation and Givens transformations. The (sample) mean and deviation can be updated as data accumulates. The procedure is numerically stable and does not require storage of the data. Methods for dealing with weighted data and data removal are presented. When updating the mean and square of the standard deviation the process requires no square roots. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 06, 1974
Accession Number
AD0787841

Entities

People

  • Richard J. Hanson

Organizations

  • Washington State University

Tags

DTIC Thesaurus Topics

  • Computational Science
  • Data Science
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Square Roots
  • Standards

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.