FURTHER REMARK ON STABLY UPDATING MEAN AND STANDARD DEVIATION ESTIMATES

被引：2

作者：

NELSON, LS

机构：

[1] General Electric Company, Applied Mathematics Laboratory, Louisville, KY 40225, Appliance Park

来源：

COMMUNICATIONS OF THE ACM | 1979年 / 22卷 / 08期

关键词：

mean; standard deviation;

D O I：

10.1145/359138.359144

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

A procedure for sequentially recomputing the mean and standard deviation of a weighted series of numbers as new values are added is given by Hanson [2]. To accommodate the most frequently occurring situation, Cotton [1] expressed Hanson's formulas in terms of unit weights. The result is accurate for updating the mean. However, for updating the standard deviation, Cotton chose to use Hanson's eq. (14), which Hanson rejected as being inaccurate when the new value is close to the mean. © 1979, ACM. All rights reserved.

引用

页码：483 / 483

页数：1