Incremental calculation of weighted mean and (增量计算加权平均数).pdfVIP

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Incremental calculation of weighted mean and (增量计算加权平均数).pdf

Incremental calculation of weighted mean and (增量计算加权平均数)

Incremental calculation of weighted mean and variance Tony Finch fanf2@cam.ac.uk dot@dotat.at University of Cambridge Computing Service February 2009 Abstract In these notes I explain how to derive formulae for numerically stable calculation of the mean and standard deviation, which are also suitable for incremental on-line calculation. I then generalize

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