Re: [math-fun] Calculating the standard deviation incrementally

At 11:20 AM 7/10/2003, Bernie Cosell wrote:

I thought *SURE* I knew an algorithm once, long ago, for calculating the SD "on the fly",

temp file... Is there such an algorithm or am I just misremembering?

Yes, it is called the calculating formula. Let sumX be the sum of the n data points and sumX2 be the sum of their squares. Then sqrt( (n*sumX2 - (sumX)^2) / (n*(n-1)) ) is the S.D.