Research and Advances

Further remark on stably updating mean and standard deviation estimates

Posted

A procedure for sequentially recomputing the mean and standard deviation of a weighted series of numbers as new values are added is given by Hanson [2]. To accommodate the most frequently occurring situation, Cotton [1] expressed Hanson's formulas in terms of unit weights. The result is accurate for updating the mean. However, for updating the standard deviation, Cotton chose to use Hanson's eq. (14), which Hanson rejected as being inaccurate when the new value is close to the mean.

View this article in the ACM Digital Library.

Join the Discussion (0)

Become a Member or Sign In to Post a Comment

The Latest from CACM

Shape the Future of Computing

ACM encourages its members to take a direct hand in shaping the future of the association. There are more ways than ever to get involved.

Get Involved

Communications of the ACM (CACM) is now a fully Open Access publication.

By opening CACM to the world, we hope to increase engagement among the broader computer science community and encourage non-members to discover the rich resources ACM has to offer.

Learn More