Anirudh Joshi created STATISTICS-80:
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Summary: Implement Variance
Key: STATISTICS-80
URL: https://issues.apache.org/jira/browse/STATISTICS-80
Project: Commons Statistics
Issue Type: Sub-task
Components: descriptive
Reporter: Anirudh Joshi
Fix For: 1.1
Computes the variance according to the +[SecondMoment.increment(double
d)|https://github.com/apache/commons-math/blob/9e02432e06501f94690e172f3856450cd3a55a20/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/stat/descriptive/moment/SecondMoment.java#L73]+
method in {{commons-math}} library. If the input array is known beforehand,
such as in the {{Variance.of(double... values)}} method, a more accurate
variance is computed using a two-pass, corrected algorithm, starting with
computing the sum of squared deviations from mean and then correcting this by
adding the squared sum of deviations normalized by the sample size.
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