Numerical stability of two algorithms to compute sample standard deviation

DOI10.1080/02522667.1999.10699415MaRDI QIDQ4264501zbMATH OpenOpenAlexFDO

Authors Nicola Crocetto, Luisa Toscano

Publication date 3 May 2000

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1999.10699415

zbMATH Keywords

algorithmsbest quadratic unbiased estimatorerror boundsnumerical examplesnumerical stabilitysample standard deviation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited in

(2)

• An algorithm for sample variance
• Error analysis of a pairwise summation algorithm to compute the sample variance

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