4 ms·
Had this same thought as well. Definitely comes up when calculating variance this way in streaming data. https://stats.stackexchange.com/a/235151/1036 https://
by apwheele 3y ago
Had this same thought as well. Definitely comes up when calculating variance this way in streaming data.
https://stats.stackexchange.com/a/235151/1036 https://stats.stackexchange.com/a/235151/1036
I am not sure if `n*old_mean` is a good idea. Wellford's is typically something like inside the loop
count += 1;
delta = current - mean;
mean += delta/count;