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

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