Stably updating mean and standard deviation of data

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Stably updating mean and standard deviation of data

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Communications of the ACM archive
Volume 18 , Issue 1 (January 1975) table of contents

Pages: 57 - 58

Year of Publication: 1975

ISSN:0001-0782

Author

Richard J. Hanson

Washington State Univ., Pullman

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 4, Downloads (12 Months): 45, Citation Count: 5

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ABSTRACT

By considering the (sample) mean of a set of data as a fit to this data by a constant function, a computational method is given based on a matrix formulation and Givens transformations. The (sample) mean and standard deviation can be updated as data accumulates. The procedure is numerically stable and does not require storage of the data. Methods for dealing with weighted data and data removal are presented. When updating the mean and square of the standard deviation, the process requires no square roots.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Lawson, C.L., and Hanson, R.J. Solving least Squares Problems. Prentice-Hall, Englewood Cliffs, N.J., 1974.
	2	Gentleman, W.M. Least squares computations by Givens transformations without square roots. J. Inst. Maths. Applies. 12 (1973), 329-336.

CITED BY 5

	Lloyd S. Nelson, Further remark on stably updating mean and standard deviation estimates, Communications of the ACM, v.22 n.8, p.483, Aug. 1979
	D. H. D. West, Updating mean and variance estimates: an improved method, Communications of the ACM, v.22 n.9, p.532-535, Sept. 1979
	Halim Damerdji , Shane G. Henderson , Peter W. Glynn, Computational efficiency evaluation in output analysis, Proceedings of the 29th conference on Winter simulation, p.208-215, December 07-10, 1997, Atlanta, Georgia, United States
	Tony F. Chan , John Gregg Lewis, Computing standard deviations: accuracy, Communications of the ACM, v.22 n.9, p.526-531, Sept. 1979
	Ira W. Cotton, Remark on stably updating mean and standard deviation of data, Communications of the ACM, v.18 n.8, p.458, Aug. 1975