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Updating Formulae and a Pairwise Algorithm for Computing Sample Variances

A general formula is presented for computing the sample variance for a sample of size m + n given the means of variances for two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm for computing the variance. Other applications are discussed as well, including the use of updating formulae in a parallel computing environment. We present numerical results and rounding error analyses for several numerical schemes. (Author).

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  • "Updating formulae & a pairwise algorithm for computing sample variances"@en

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  • "A general formula is presented for computing the sample variance for a sample of size m + n given the means of variances for two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm for computing the variance. Other applications are discussed as well, including the use of updating formulae in a parallel computing environment. We present numerical results and rounding error analyses for several numerical schemes. (Author)."@en

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  • "Updating Formulae and a Pairwise Algorithm for Computing Sample Variances"
  • "Updating Formulae and a Pairwise Algorithm for Computing Sample Variances"@en
  • "Updating formulae and a pairwise algorithm for computing sample variances"@en
  • "Updating formulae and a pairwise algorithm for computing sample variances"