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by Hussell
458 days ago
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The statisticians have a bunch of tricks to transform the formulas into more-easily computable forms, e.g. calculate both the average and the standard deviation in a single pass through the data instead of one pass to calculate the average and a second to calculate the standard deviation. Converting the math in here to efficient code isn't very easy. |
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https://jonisalonen.com/2013/deriving-welfords-method-for-co...