Updating formulae and a pairwise algorithm for computing sample variances

[摘要] A general formula is presented for computing the simple variance for a sample of size m + n given the means and variances for two subsamples of sizes m and n. This formula is used in the construction of a pairwise algorithm for computing the variance. Other applications are discussed as well, including the use of updating formulae in a parallel computing environnment. We present numerical results and rounding error analyses for several numerical schemes.

[学科分类] 计算机科学（综合）