Re: standard deviation, but without the mean



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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