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One item is filed under this topic.
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Incremental variance |
2004-09-23 |
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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 quarter-hour 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. |
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