On Thu, Jun 5, 2008 at 6:55 PM, Alan McIntyre <[EMAIL PROTECTED]> wrote: > On Thu, Jun 5, 2008 at 9:06 PM, Keith Goodman <[EMAIL PROTECTED]> wrote: >> On Thu, Jun 5, 2008 at 4:54 PM, Christopher Marshall >> Are you worried that the mean might overflow on the intermediate sum? > > I suspect (but please correct me if I'm wrong, Christopher) he's > asking whether there's cases where small variations in the contents of > the vector can produce relatively large changes in the value given as > the mean or variance. This is a wild guess, but if the intermediate > sums are large enough, you could have a situation where (for example) > the last half-million values aren't counted in the intermediate sum > because they're too small relative to the intermediate sum. (I hope > my numerics prof from last year doesn't read this list...I should > really have no trouble figuring out the condition number for mean/var > :).
How can that lead to instability? If the last half-million values are small then they won't have a big impact on the mean even if they are ignored. The variance is a mean too (of the squares), so it should be stable too. Or am I, once again, missing the point? _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://projects.scipy.org/mailman/listinfo/numpy-discussion
