"Scott S" <[EMAIL PROTECTED]> wrote in message B7XS9.241514$[EMAIL PROTECTED]">news:B7XS9.241514$[EMAIL PROTECTED]... > Does anyone know the formula for recursively calculating standard deviation? > > Thanks in advance, > > -Scott S > > --------------------------------------------- Knuth, "The Art of Computer Programming", volume II, page 232 has a very elegant algorithm to do the mean and standard deviation that avoids rounding errors. It is Welford's method (Technometrics 4, 1962, 419-420). Kahan's method (exercise 19 page 244) is even better for simple sums.
It is always wise to consult TACP first. David Heiser . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
