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  E-mail Message: I thought you might be interested in this item at http://www.worldcat.org/oclc/227444356 Title: Updating Formulae and a Pairwise Algorithm for Computing Sample Variances. Author: Tony F Chan; Gene H Golub; Randall J LeVeque; STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE Publisher: Ft. Belvoir Defense Technical Information Center NOV 1979. OCLC:227444356

  
  

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Updating Formulae and a Pairwise Algorithm for Computing Sample Variances.

Author:	Tony F Chan; Gene H Golub; Randall J LeVeque; STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE.
Publisher:	Ft. Belvoir Defense Technical Information Center NOV 1979.
Edition/Format:	Book : EnglishView all editions and formats
Summary:	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).  Read more...
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