Updating mean and variance estimates

DOI10.1145/359146.359153zbMath0419.62003DBLPjournals/cacm/West79OpenAlexW2088214068WikidataQ61603456 ScholiaQ61603456MaRDI QIDQ3852944

D. H. D. West

Publication date: 1979

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/359146.359153

zbMATH Keywords

meanvariancestandard deviationremoving dataupdating estimates

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Probabilistic methods, stochastic differential equations (65C99)

Related Items (11)

An accurate updating formula to calculate sample variance from weighted successive differences ⋮ Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data ⋮ Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights ⋮ High fidelity radiative heat transfer models for high-pressure laminar hydrogen–air diffusion flames ⋮ Unnamed Item ⋮ Error analysis of a pairwise summation algorithm to compute the sample variance ⋮ A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation ⋮ Sequential estimation of Spearman rank correlation using Hermite series estimators ⋮ Learning accurate very fast decision trees from uncertain data streams ⋮ Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems ⋮ An active-set strategy to solve Markov decision processes with good-deal risk measure

This page was built for publication: Updating mean and variance estimates