Weighted incremental algorithm ( Variance Calculations)

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Time Complexity

$O(n)$

Space Complexity

$O({1})$ words

(Maintains O(1) information (sum of weights, sum of squared weights, weighted sum of values, weighted sum of values squared) that is constantly updated as values are read)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1979

Reference

https://dl.acm.org/doi/10.1145/359146.359153

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