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Oct
22
comment Formulae for combining statistical moments
Chris, thanks for all this, you've certainly saved me some hours of deriving this myself. Thanks for the link to the paper too, I'm already using incremental algorithms but some of the other items may well come in handy later on.
Oct
22
awarded  Scholar
Oct
22
accepted Formulae for combining statistical moments
Oct
19
comment Formulae for combining statistical moments
Hey Chris, this is a great answer, but not necessarily what I need in my case (which I should have clarified in my question) due to massive cancellation. The formulae need to be in terms of intensive terms and avoid enormous quantities (such as $S^4_X$) to avoid loss of precision. Essentially I need $S^4_X$ expressed in terms of central moments / intensive quantities...
Oct
19
awarded  Student
Oct
19
asked Formulae for combining statistical moments
Jun
1
awarded  Autobiographer