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Incremental variance 
20040923 

From Carlos: I must keep statistical data (mean and variance) in 3 granularity levels depending on the age of the data (daily for older than 1 year, hourly for older than 1 month and quarterhour for older than 1 day). How can I calculate the resulting variance from a set of variances previously calculated supposing I have the count and mean for each member of the set? Answered by Andrei Volodin and Penny Nom. 


