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seen Oct 19 '13 at 16:57

Oct
8
awarded  Student
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...
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?
Oct
4
asked Incremental algorithm for variance of geometric mean