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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
Database:WorldCat
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  Read more...
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Document Type: Book
All Authors / Contributors: Tony F Chan; Gene H Golub; Randall J LeVeque; STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE.
OCLC Number: 227444356
Notes: Prepared in cooperation with Yale Univ., New Haven.
Description: 21 p.

Abstract:

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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