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Incremental standard deviation 2003-04-12
From Carlos:
I need to calculate the standard deviation for a group of data, but I don't know in advance what is the mean. Is there a way to adjust the STDV for each datum without keeping all of the previous values? This is needed basicaly for performance, so I won't need to read twice the same data (spend processing time) nor save the previous values (spend memory).
Answered by Andrei Volodin and Penny Nom.
 
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