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09.13.2007 at 11:23AM PDT, ID: 22827045
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Incremental STDDEV approximation

Asked by gregoryyoung in Algorithms, Math & Science

Tags: ,

Does anyone know of an incremental approximation for standard deviation? I currently use single pass [Knuth] for calculation but am willing to trade some accuracy for better than O(n) performance

Ex:
I have 5000 values, I have a standard deviation for them.  I add a new value or remove an old value ... what is the new deviation?

Cheers,

Greg

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[+][-]09.13.2007 at 11:36AM PDT, ID: 19886003

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[+][-]09.13.2007 at 11:48AM PDT, ID: 19886114

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About this solution

Zones: Algorithms, Math & Science
Tags: deviation, stddev
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Solution Provided By: ozo
Participating Experts: 1
Solution Grade: A
 
 
[+][-]09.13.2007 at 12:12PM PDT, ID: 19886314

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