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Re: [HACKERS] Standard Deviation function.

From: dj(at)pelf(dot)harvard(dot)edu (Diab Jerius)
To: hackers(at)postgreSQL(dot)org
Cc: dj(at)pelf(dot)harvard(dot)edu
Subject: Re: [HACKERS] Standard Deviation function.
Date: 1998-06-05 16:38:41
Message-ID: 199806051638.MAA01306@pelf (view raw or flat)
Thread:
Lists: pgsql-hackers
For on-the-fly standard deviation calculations with an eye towards
numerical accuracy, check out:

Chan, T.F, and Lewis, J.G., "Computing Standard Deviations: Accuracy",
Communications of the ACM, Vol 22, No. 9, September 1979, p. 526

and

West, D.H.D, "Updating Mean and Variance Estimates: An Improved Method",
Communications of the ACM, Vol 22, No. 9, September 1979, p. 532

The articles were writen when single precision floating point
was the limiting factor, but the principles are just as relevant.

Diab

-------------
Diab Jerius                       Harvard-Smithsonian Center for Astrophysics
                                  60 Garden St, MS 70, Cambridge MA 02138 USA
djerius(at)cfa(dot)harvard(dot)edu           vox: 617 496 7575         fax: 617 495 7356

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