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Author Chan, Tony F. ♦ Lewis, John Gregg
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Mean ♦ Rounding error analysis ♦ Updating estimates ♦ Least squares ♦ Condition number ♦ Standard deviation
Abstract Four algorithms for the numerical computation of the standard deviation of (unweighted) sampled data are analyzed. Two of the algorithms are well-known in the statistical and computational literature; the other two are new algorithms specifically intended for automatic computation. Our discussion is expository, with emphasis on reaching a suitable definition of “accuracy.” Each of the four algorithms is analyzed for the conditions under which it will be accurate. We conclude that all four algorithms will provide accurate answers for many problems, but two of the algorithms, one new, one old, are substantially more accurate on difficult problems than are the other two.
Description Affiliation: Stanford Univ., Stanford, CA (Chan, Tony F.; Lewis, John Gregg)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 22
Issue Number 9
Page Count 6
Starting Page 526
Ending Page 531


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Source: ACM Digital Library