Algorithms For Calculating Variance - Parallel Algorithm

Parallel Algorithm

Chan et al. note that the above online algorithm III is a special case of an algorithm that works for any partition of the sample into sets, :

.

This may be useful when, for example, multiple processing units may be assigned to discrete parts of the input.

Chan's method for estimating the mean is numerically unstable when and both are large, because the numerical error in is not scaled down in the way that it is in the case. In such cases, prefer .

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