Ira W. Cotton
Abstract
Although not published as a numbered algorithm, Hanson's article “Stably Updating Mean and Standard Deviation of Data” in the January, 1975, issue of Communications, [1] describes an algorithm for sequentially recomputing the mean and standard deviation of a weighted series of numbers when new numbers are added to the series. The procedure requires that only a summary matrix of data be retained, not the entire series, for the new mean and standard deviation to be computed.
- 1 Hansons, R.J. Comm. ACM 18, 1 (Jan 1975). Google Scholar
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- Remark on stably updating mean and standard deviation of data
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Stably updating mean and standard deviation of data
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