TY - JOUR
ID - 21083
TI - Camparison of Numerically Stability of Two Algorithms for the Calculation of Variance
JO - Journal of Sciences, Islamic Republic of Iran
JA - JSCIENCES
LA - en
SN - 1016-1104
AU - Rostami, D
AD -
Y1 - 2010
PY - 2010
VL - 21
IS - 3
SP -
EP -
KW - Computational statistics
KW - Round off error
KW - Error Analysis
DO -
N2 - 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.
UR - https://jsciences.ut.ac.ir/article_21083.html
L1 - https://jsciences.ut.ac.ir/article_21083_6f77c247cc221e6cbf42374b5cb7f5f8.pdf
ER -