Remark on stably updating mean and standard deviation of data

Authors:
Ira W. Cotton
Affiliations:
National Bureau of Standards, Washington, DC
Venue:
Communications of the ACM
Year:
1975

Citing 1
Cited 3

Stably updating mean and standard deviation of data

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Further remark on stably updating mean and standard deviation estimates

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Computing standard deviations: accuracy

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Updating mean and variance estimates: an improved method

Communications of the ACM

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Abstract

Although not published as a numbered algorithm, Hanson's article “Stably Updating Mean and Standard Deviation of Data” in the January, 1975, issue of Communications, [1] describes an algorithm for sequentially recomputing the mean and standard deviation of a weighted series of numbers when new numbers are added to the series. The procedure requires that only a summary matrix of data be retained, not the entire series, for the new mean and standard deviation to be computed.