Camparison of Numerically Stability of Two Algorithms for the Calculation of Variance

نویسنده

D Rostami

چکیده مقاله:

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.

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camparison of numerically stability of two algorithms for the calculation of variance

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 ...

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