
Online, incremental calculation of statistics in a sample with replacement - glastra
https://glastra.net/online-calculation-of-mean-variance-and-standard-deviation/
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glastra
Hey! I documented (and extended for removals) this somewhat obscure method of
efficiently calculating mean and variance of a discrete distribution online
and I figured it could be interesting or useful for some.

Has anyone seen other online or incremental algorithms for things that we
usually take for granted?

