Updating mean and variance estimates

DOI10.1145/359146.359153zbMATH Open0419.62003DBLPjournals/cacm/West79OpenAlexW2088214068WikidataQ61603456 ScholiaQ61603456MaRDI QIDQ3852944FDOQ3852944

Authors: 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

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

Cited In (11)

• High fidelity radiative heat transfer models for high-pressure laminar hydrogen–air diffusion flames
• An active-set strategy to solve Markov decision processes with good-deal risk measure
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
• 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
• Learning accurate very fast decision trees from uncertain data streams
• Title not available (Why is that?)
• Sequential estimation of Spearman rank correlation using Hermite series estimators
• Error analysis of a pairwise summation algorithm to compute the sample variance
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
• A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation

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