[Haskell-cafe] Re: Math.Statistics

[Henning Thielemann]

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.