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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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