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Recursion Formulas for Statistics --- Sample Mean and Sample Variance
  • Paolo Bosetti
Paolo Bosetti
University of Trento

Corresponding Author:[email protected]

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Abstract

This memo reports the calculation scheme that can be adopted for calculating sample mean and variance statistics by using a pair of recurrence formulas. This approach comes handy whenever you have to perform a continuous, inline assessment of those indicators with minimum memory footprint (e.g. on microcontrollers), without the need of storing the whole set of sample values.