Utility method to aggregate SummaryStatistics (was MATH-224)
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Key: MATH-262
URL: https://issues.apache.org/jira/browse/MATH-262
Project: Commons Math
Issue Type: New Feature
Affects Versions: 2.1
Reporter: Steve Phelps
As per closed issue MATH-224, my project also has a requirement to aggregate
SummaryStatistics. That is, I would like to keep track of the mean \bar{X_i},
and variance of several different random variables { X_1, X_2, .. X_n } as
separate distributions with separate means \bar{X}_i, and then later combine
these distributions to estimate the mean and variance of the larger combined
distribution; eg, the mean and variance of the random variable Y = (X_1 + X_2
.. + X_n) / n. I am currently using the patch attached to MATH-224 which
works for me, however I would prefer to link with a release version of the
library. Is there any way this issue can be re-opened?
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