Hacker News new | past | comments | ask | show | jobs | submit login

Had this same thought as well. Definitely comes up when calculating variance this way in streaming data.

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;




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: