| bio | website | |
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| visits | member for | 7 months |
| seen | Feb 26 at 1:07 | |
| stats | profile views | 2 |
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Oct 8 |
awarded | Student |
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Oct 4 |
comment |
Incremental algorithm for variance of geometric mean I'm not sure about M(2,n) though. sum of squares of differences will be log(x / geometric mean)^2 rather than (x - mean)^2 correct? No idea what the new recurrence equation for M(2,n) will be... |
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Oct 4 |
comment |
Incremental algorithm for variance of geometric mean Ah, so I should store logarithm of everything (not exp()ing back), and I can use the same calculation? IOW, (log of n-th mean) = log of (n-1)-th mean + (log of n-th value + log of (n-1)-th mean) / n to keep track of geometric mean and so on? |
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Oct 4 |
asked | Incremental algorithm for variance of geometric mean |