For our application, I'm trying to find a memory-efficient, incremental algorithm to maintain variance of geometric mean.
This "online algorithm" on Wikipedia seems excellent,
however, I'm not sure if / how I can apply the same idea to geometric mean / variance.
Numerical stability is preferred, but probably not strictly necessary as our samples have limited precision - the range is between 1ms and 30,000ms (timeout - trim value) as integer, in lognormal distribution. Sample data are actually web site response time observed periodically BTW.