An accurate updating formula to calculate sample variance from weighted successive differences

Tien-Lung Sun, Kuo-Hung Lo and Juei-Chao Chen

Statistics & Probability Letters, 2016, vol. 114, issue C, 14-19

Abstract: We proposed and proved a new variance updating formula that is based on successive differences. Performance evaluation using StRD and other testing datasets shows that our formula is advantageous in handling integer data and floating point data with larger stiffness.

Keywords: Successive difference; Variance updating (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.03.003

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