Timeline for How does the nth sample impact Mean and Variance? [duplicate]
Current License: CC BY-SA 4.0
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Jun 9, 2019 at 19:22 | history | duplicates list edited | whuber♦ | duplicates list edited from Online estimation of variance with limited memory to Combining two covariance matrices, Robust mean estimation with O(1) update efficiency, Online estimation of variance with limited memory, Compute covariance matrix via rank-1 update to $M^\top M$, Online algorithm for the mean square error | |
Jun 9, 2019 at 19:21 | history | closed | whuber♦ | Duplicate of Online estimation of variance with limited memory | |
Jun 9, 2019 at 10:38 | comment | added | rzch | This answer seems to give you what you're looking for: https://math.stackexchange.com/questions/374881/recursive-formula-for-variance | |
Jun 9, 2019 at 9:13 | history | edited | elemolotiv | CC BY-SA 4.0 |
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Jun 9, 2019 at 9:12 | comment | added | elemolotiv | ok I'll remove the word "outlier" to focus my question better. thanks! | |
Jun 9, 2019 at 9:11 | comment | added | Tim | Outliers defined as what? Often people define outliers as values that lie some number of standard deviations from the mean. In such case, it gets circular. | |
Jun 9, 2019 at 9:05 | history | edited | elemolotiv | CC BY-SA 4.0 |
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Jun 9, 2019 at 8:52 | history | edited | elemolotiv | CC BY-SA 4.0 |
edited title
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Jun 9, 2019 at 8:45 | history | edited | elemolotiv | CC BY-SA 4.0 |
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Jun 9, 2019 at 8:39 | history | asked | elemolotiv | CC BY-SA 4.0 |