Algorithms for Computing the Sample Variance: Analysis and Recommendations
From MaRDI portal
Publication:3670512
DOI10.2307/2683386zbMath0521.65098OpenAlexW4237847391WikidataQ57397482 ScholiaQ57397482MaRDI QIDQ3670512
Tony F. Chan, Gene H. Golub, Randall J. LeVeque
Publication date: 1983
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2683386
Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (25)
An accurate updating formula to calculate sample variance from weighted successive differences ⋮ A comparative study of machine learning models for predicting the state of reactive mixing ⋮ Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data ⋮ Quasi-regression ⋮ Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights ⋮ Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions ⋮ Algorithm 938 ⋮ On-line CAD Reconstruction with Accumulated Means of Local Geometric Properties ⋮ First- and second-order error estimates in Monte Carlo integration ⋮ A new simulation code for particle diffusion in anisotropic, large-scale and turbulent magnetic fields ⋮ Unnamed Item ⋮ Lattice Boltzmann method-based efficient GPU simulator for vapor transport in the boundary layer over a moist soil: development and experimental validation ⋮ On computing the density of integers of the form $2^n+p$ ⋮ Error analysis of a pairwise summation algorithm to compute the sample variance ⋮ A framework for model analysis across multiple experiment regimes: investigating effects of zinc on \textit{Xylella fastidiosa} as a case study ⋮ A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms ⋮ Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels ⋮ Two new approaches to robust estimation in time series ⋮ ChipWhisperer: An Open-Source Platform for Hardware Embedded Security Research ⋮ Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems ⋮ From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty ⋮ Updating means and variances ⋮ Asymptotic Properties of a Recursive Procedure for Simultaneous Estimation ⋮ Assessing linearity in high dimensions. ⋮ Errors in regression lines
This page was built for publication: Algorithms for Computing the Sample Variance: Analysis and Recommendations