Luigi Bianchi wrote in message <9i2doj$r61$[EMAIL PROTECTED]>...
>Hi to all, it's the first time that I post to this NG, so I hope it is the
>right place.
>I have the following problem: I read data from an A/D board and I have to
>provide an estimation of the SD of the population on-line, that is each
time
>I read a sample I have to update the mean and SD. While it is really easy
to
>update the mean, I don't remember how to do the same thing with the SD. I
>remember that there was a formula, but I don't remeber it. Anyone could
help
>me?
>
>Thanks in advance,
> Luigi
>
>--
>Luigi Bianchi
>http://www.luigbianchi.com
>[EMAIL PROTECTED]
>Programming, C++, OWL, VCL, SDK, Dfm2API
>
You update the mean and the sum of squares of deviations from the mean:
For each new case (new value x)
n = n + 1
dev = x - mean
mean = mean + dev/n
ssq = ssq + dev*(x - mean)
Then the usual st.devn. estimate is:
sd = sqrt(ssq/(n-1))
If you want an approximately unbiased estimate of the std. devn., use
sd = sqrt(ssq/(n-1.5))
--
Alan Miller (Honorary Research Fellow, CSIRO Mathematical
& Information Sciences)
http://www.ozemail.com.au/~milleraj
http://users.bigpond.net.au/amiller/
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
