Devin Mullins <twifkak / comcast.net> writes:

> David Kastrup wrote:
>> Now while you can sum this as you go, it is not numerically stable if
>> you are unlucky.
> Mind you, I skirted through numerical analysis in undergrad, so listen 
> to the man who sounds like he knows what he's talking about. :)

A good on-the-fly method for calculating mean and variance is in "The
Art of Computer Programming, Vol. 2, Numerical Recipes" by Donald
Knuth.  And that guy indeed knows what he is talking about.

-- 
David Kastrup, Kriemhildstr. 15, 44793 Bochum