Algorithms for Computing the Sample Variance: Analysis and Recommendations.

Abstract

The problem of computing the variance of a sample of N data points may be difficult for certain data sets, particularly when N is large and the variance is small. The authors present a survey of possible algorithms and their round-off error bounds, including some new analysis for computations with shifted data. Experimental results confirm these bounds and illustrate the dangers of some algorithms. Specific recommendations are made as to which algorithm should be used in various contexts. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1981
Accession Number
ADA133112

Entities

People

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

Organizations

  • Yale University

Tags

Communities of Interest

  • Counter IED
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Blood Coagulation Factors
  • Computations
  • Computer Science
  • Computers
  • Data Sets
  • Electro-Optic Modulators
  • Error Analysis
  • Errors
  • Notation
  • Parallel Processors
  • Standards
  • Textbooks

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.