Dear list
a strange question
I've to estimate median value of a certain vector Z. Such vector increases with
time; it's like a box that is filled any moment. I can compute basic statistics
(mean, median, min, max, #value, std dev) but I can't preserve them. I mean
that in any moment I can use data to compute statistics but immediately after
I've to delete them....now, my question is...how to update basic statistics in
real time?...only knowing the basic statistics of the previous step?...
For example:
minimim value = min(prev_step) - min(actual_step) if min(actual_step) <
min(prev_step)
maximum value = max(prev_step) + max(actual_step) if max(actual_step) >
max(prev_step)
mean value =
{[mean(prev_step)*#value(prev_step)]+sum(actual_step)}/[#value(prev_step)+#value(actual_step)]
but I can't image some similar algorithm for median and standard deviation
computation...
Any idea?
Thank you
Simone
-----------------------------
Dr. Simone Sammartino
PhD student
- Geostatistical analyst
- G.I.S. mapping
I.A.M.C. - C.N.R.
Geomare-Sud section
Port of Naples - Naples
[EMAIL PROTECTED]
-----------------------------
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