Timeline for Change in standard deviation when a value is removed
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Mar 30, 2021 at 15:23 | history | reopened | whuber♦ | ||
| Mar 30, 2021 at 1:25 | history | closed |
Stephan Kolassa CommunityBot |
Duplicate of Online estimation of variance with limited memory | |
| Mar 29, 2021 at 12:43 | comment | added | whuber♦ | One (amusing) solution method is to view this as a combination of a dataset of size $n$ and another one of size $-1,$ enabling you to apply (without change) formulas for updating moments when datasets are combined. | |
| Mar 29, 2021 at 9:31 | review | Close votes | |||
| Mar 29, 2021 at 12:43 | |||||
| Mar 29, 2021 at 9:16 | history | edited | Stephan Kolassa |
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| Mar 29, 2021 at 9:16 | comment | added | Stephan Kolassa | The question of updating the sample variance as one (or more) new datapoints becomes available is one of online-algorithms. So you can simply take an established algorithm and change it to yield the "old" variance based on the "new" variance, the data point to be removed and supplementary information like the "old" and "new" means. | |
| Mar 29, 2021 at 8:06 | history | asked | Mistakamikaze | CC BY-SA 4.0 |