Updating Formulae and a Pairwise Algorithm for Computing Sample Variances

著者: Tony F. Chan, Gene H. Golub, Randall J. LeVeque - COMPSTAT 1982 5th Symposium held at Toulouse 1982 1982 被引用: 206

A general formula is presented son. computing the sample valiance son a sample of size mtn given the means and valiance son two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm son computing the valiance. Other applications are discussed as well including the use of updating formulae in a parallel computing environment. we present resume and rounding error analyze son several numerical schemes.