Updating Formulae and a Pairwise Algorithm for Computing Sample Variances
Tony Fan-Cheong Chan, Gene Howard Golub, Randall J. LeVeque · 1982
A general formula is presented son. computing the sample valiance son a sample of size mtn given the means and valiance son two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm son computing the valiance. Other applications are discussed as well including the use of updating formulae in a parallel computing environment. we present resume and rounding error analyze son several numerical schemes. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.