Computing standard deviations

DOI10.1145/359146.359152MaRDI QIDQ3863021zbMATH OpenOpenAlexFDO

Authors Tony F. Chan, John Lewis

Publication date 1979

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

Full work available at URL https://doi.org/10.1145/359146.359152

zbMATH Keywords

algorithmscondition numberleast squaresmeanrounding error analysisstandard deviationupdating estimates

Mathematics Subject Classification ID

Parametric inference (62F99) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10)

Cited in

(5)

• A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight
• Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data
• An accurate updating formula to calculate sample variance from weighted successive differences
• Stochastic Integration Rules for Infinite Regions
• Error analysis of a pairwise summation algorithm to compute the sample variance

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