BIB-VERSION:: CS-TR-v2.0
          ID:: STAN//CS-TR-79-773
       ENTRY:: June 19, 1995
ORGANIZATION:: Stanford University, Department of Computer Science
       TITLE:: Updating formulae and a pairwise algorithm for computing
               sample variances
        TYPE:: Technical Report
      AUTHOR:: Chan, Tony F.
      AUTHOR:: Golub, Gene H.
      AUTHOR:: LeVeque, Randall J.
        DATE:: November 1979
       PAGES:: 22
    ABSTRACT:: A general formula is presented for computing the simple
               variance for a sample of size m + n given the means and
               variances for two subsamples of sizes m and n. This formula
               is used in the construction of a pairwise algorithm for
               computing the variance. Other applications are discussed as
               well, including the use of updating formulae in a parallel
               computing environnment. We present numerical results and
               rounding error analyses for several numerical schemes.
       NOTES:: [Adminitrivia V1/Prg/19950619]
         END:: STAN//CS-TR-79-773