Variance Calculations

Given a set of n (real/integer) numbers, compute the variance (sample or population). Of interest is streaming algorithms and numerical stability.

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Displaying 4 of 4 algorithms


Weighted incremental algorithm	1979	$O(n)$	$O(1)$
Welford's Online algorithm	1962	$O(n)$	$O(1)$
Naïve algorithm	1940	$O(n)$	$O(1)$
Two-pass algorithm	1940	$O(n)$	$O(1)$

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