[Numpy-discussion] calculating the mean and variance of a large float vector
Alan McIntyre
alan.mcintyre@gmail....
Thu Jun 5 23:30:09 CDT 2008
On Thu, Jun 5, 2008 at 10:16 PM, Keith Goodman <kwgoodman@gmail.com> wrote:
> How can that lead to instability? If the last half-million values are
> small then they won't have a big impact on the mean even if they are
> ignored. The variance is a mean too (of the squares), so it should be
> stable too. Or am I, once again, missing the point?
No, I just didn't think about it long enough, and I shouldn't have
tried to make an example off the cuff. ;) After thinking about it
again, I think some loss of accuracy is probably the worst that can
happen.
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