An accurate updating formula to calculate sample variance from weighted successive differences

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• 作者：Tien-Lung Sun^a ; ^{tsun@saturn.yzu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Kuo-Hung Lo^a ; ^b ; ^{s978904@mail.yzu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Juei-Chao Chen^c ; ^{006884@mail.fju.edu.tw" class="auth_mail" title="E-mail the corresponding author}
• 关键词：Successive difference ; Variance updating
• 刊名：Statistics & Probability Letters
• 出版年：2016
• 出版时间：July 2016
• 年：2016
• 卷：114
• 期：Complete
• 页码：14-19
• 全文大小：334 K

文摘

We proposed and proved a new variance updating formula that is based on successive differences. Performance evaluation using StRD and other testing datasets shows that our formula is advantageous in handling integer data and floating point data with larger stiffness.