[Haskell-cafe] Re: Math.Statistics
lemming at henning-thielemann.de
Wed Sep 26 06:09:41 EDT 2007
On Wed, 26 Sep 2007, apfelmus wrote:
> ok wrote:
>> I believe the author may have misunderstood "numerically stable".
>> The obvious (sum xs)/(fromIntegral $ length $ xs) is fine for
>> the mean,
> That's probably my fault, out of ignorance. Do you know a good online
> resource about numeric stability? (I don't have the Knuth at home. Didn't he
> say something about the mean formula? Or was it the standard derivation?).
"standard deviation"? I expect that indeed variance (thus also standard
deviation) by incremental computation suffers from cancellation.
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