We study numerical stability of two algorithms to compute sample standard deviation. We find useful inequalities for both algorithmic relative errors. Finally, we compare the algorithms and we show numerical examples.
Numerical stability of two algorithms to compute sample standard deviation / Crocetto, N.; Toscano, Luisa. - In: JOURNAL OF INFORMATION & OPTIMIZATION SCIENCES. - ISSN 0252-2667. - STAMPA. - 20:(1999), pp. 249-258. [10.1080/02522667.1999.10699415]
Numerical stability of two algorithms to compute sample standard deviation
TOSCANO, LUISA
1999
Abstract
We study numerical stability of two algorithms to compute sample standard deviation. We find useful inequalities for both algorithmic relative errors. Finally, we compare the algorithms and we show numerical examples.File in questo prodotto:
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