Problem 3005. Recursive Standard Deviation

Created by Zikobrelli

Solve Later

{"relationships":[{"relationshipType":"http://schemas.mathworks.com/matlab/code/2013/relationships/document","targetMode":"","relationshipId":"rId1","target":"/matlab/document.xml"},{"relationshipType":"http://schemas.mathworks.com/matlab/code/2013/relationships/output","targetMode":"","relationshipId":"rId2","target":"/matlab/output.xml"}],"parts":[{"partUri":"/matlab/document.xml","relationship":[],"contentType":"application/vnd.mathworks.matlab.code.document+xml","content":"<?xml version=\"1.0\" encoding=\"UTF-8\"?>\n<w:document xmlns:w=\"http://schemas.openxmlformats.org/wordprocessingml/2006/main\"><w:body><w:p><w:pPr><w:pStyle w:val=\"text\"/></w:pPr><w:r><w:t>When you have a large set of data, it can be resource consuming to calculate standard deviation at every step. So why not calculate a recursive std deviation at step n given:</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"ListParagraph\"/><w:numPr><w:numId w:val=\"1\"/></w:numPr></w:pPr><w:r><w:t>mean at step n</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"ListParagraph\"/><w:numPr><w:numId w:val=\"1\"/></w:numPr></w:pPr><w:r><w:t>value of added point at step n</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"ListParagraph\"/><w:numPr><w:numId w:val=\"1\"/></w:numPr></w:pPr><w:r><w:t>mean and std at step (n-1)</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/></w:pPr><w:r><w:t>PS1: We'll always consider a vector of length 2 to which we add a third value</w:t></w:r></w:p><w:p><w:pPr><w:pStyle w:val=\"text\"/></w:pPr><w:r><w:t>PS2: There are two common definitions of stdandard deviation. If you look at the help section of matlab, i used the second definition</w:t></w:r></w:p></w:body></w:document>"},{"partUri":"/matlab/output.xml","contentType":"text/xml","content":"<?xml version=\"1.0\" encoding=\"UTF-8\" standalone=\"no\" ?><embeddedOutputs><metaData><evaluationState>manual</evaluationState><layoutState>code</layoutState><outputStatus>ready</outputStatus></metaData><outputArray type=\"array\"/><regionArray type=\"array\"/></embeddedOutputs>"}]}

Solve

Solution Stats

42 Solutions
14 Solvers

Last Solution submitted on Dec 29, 2020

Last 200 Solutions

Problem Comments

Problem Recent Solvers14

Problem Tags

math

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Problem 3005. Recursive Standard Deviation

Solution Stats

Last 200 Solutions

Problem Comments

Problem Recent Solvers14

Suggested Problems

More from this Author12

Problem Tags

Community Treasure Hunt

Problem 3005. Recursive Standard Deviation

Solution Stats

Last 200 Solutions

Problem Comments

Problem Recent Solvers14

Suggested Problems

More from this Author12

Problem Tags

Community Treasure Hunt

Players