Re: standard deviation, but without the mean
- From: "Ray Koopman" <koopman@xxxxxx>
- Date: 6 Mar 2006 10:21:15 -0800
richardstartz@xxxxxxxxxxx wrote:
The standard deviation is the square root of the variance (of course).
There's a standard formula for computing the variance from a running
sum. Suppose Xsum is the sum of the the first n numbes and that X2 is
the sum of the squares. Then
var = X2/n - (Xsum/n)^2
Just keep track if X2 and Xsum as you go.
Using running totals can sometimes lead to cancellation errors.
See http://tinyurl.com/d6ax2 for a stable algorithm.
.
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