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From "nicolas de loof" <nico...@apache.org>
Subject [math] (unbiased) standard deviation ?
Date Sun, 26 Oct 2008 14:44:54 GMT
Hello
For the monitoring component I've got a set of values. I'd like to compute
the std. deviation, but as I don't store the full values but only aggregates
(sum, sum of squares) I can't use commons-math StandardDeviation.

Is there anything in commons-math for such use case ? I've found at
http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance some
algorithm to compute "an
unbiased<http://en.wikipedia.org/wiki/Estimator_bias> estimate",
but if something stable and tested is available in math I'd prefer not to
reinvent the wheel !

Nicolas

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