%0 Journal Article
%T Camparison of Numerically Stability of Two Algorithms for the Calculation of Variance
%J Journal of Sciences, Islamic Republic of Iran
%I University of Tehran
%Z 1016-1104
%A Rostami, D
%D 2010
%\ 09/01/2010
%V 21
%N 3
%P -
%! Camparison of Numerically Stability of Two Algorithms for the Calculation of Variance
%K Computational statistics
%K Round off error
%K Error Analysis
%R
%X In descriptive statistics, there are two computational algorithms for determining the variance S2, of a set of observations :
Algorithm 1: S2= - ,
Algorithm 2: S2= ,
where . It is interesting to discuss, which of the above formulas is numerically more trustworthy in machine numbers sets. I this paper, based on total effect of rounding error, we prove that the second Algorithm is better than the first Algorithm. Numerical experiments show the efficiency of Algorithm 2.
%U https://jsciences.ut.ac.ir/article_21083_6f77c247cc221e6cbf42374b5cb7f5f8.pdf