Updating Formulae and a Pairwise Algorithm for Computing Sample Variances.

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)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1979
Accession Number
ADA083170

Entities

People

  • Gene H. Golub
  • Randall J. LeVeque
  • Tony F. Chan

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computations
  • Computer Science
  • Computers
  • Error Analysis
  • Errors
  • Linear Accelerators
  • Parallel Computing
  • Parallel Processing
  • Precision
  • Random Number Generators
  • Standards
  • Textbooks

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Parallel and Distributed Computing.
  • Regression Analysis.