For on-the-fly standard deviation calculations with an eye towards
numerical accuracy, check out:
Chan, T.F, and Lewis, J.G., "Computing Standard Deviations: Accuracy",
Communications of the ACM, Vol 22, No. 9, September 1979, p. 526
and
West, D.H.D, "Updating Mean and Variance Estimates: An Improved Method",
Communications of the ACM, Vol 22, No. 9, September 1979, p. 532
The articles were writen when single precision floating point
was the limiting factor, but the principles are just as relevant.
Diab
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Diab Jerius Harvard-Smithsonian Center for Astrophysics
60 Garden St, MS 70, Cambridge MA 02138 USA
djerius@cfa.harvard.edu vox: 617 496 7575 fax: 617 495 7356
