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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
Jun 9, 2019 at 8:45 history edited elemolotiv CC BY-SA 4.0
edited title
Jun 9, 2019 at 8:39 history asked elemolotiv CC BY-SA 4.0