Algorithms for calculating variance play a major role in statistical computing. A key problem in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values.
Read more about Algorithms For Calculating Variance: Naïve Algorithm, Two-pass Algorithm, Online Algorithm, Weighted Incremental Algorithm, Parallel Algorithm, Example, Higher-order Statistics, Covariance
Famous quotes containing the words calculating and/or variance:
“Sin in this country has been always said to be rather calculating than impulsive.”
—Frank Moore Colby (18651925)
“There is an untroubled harmony in everything, a full consonance in nature; only in our illusory freedom do we feel at variance with it.”
—Fyodor Tyutchev (18031873)