Camparison of Numerically Stability of Two Algorithms for the Calculation of Variance

Author(s):

D. Rosatmi

Message:
Abstract:
In descriptive statistics, there are two computational algorithms for determining the variance S2, of a set of observations: Algorithm 1: S2= -, Algorithm 2: S2=, where. It is interesting to discuss, which of the above formulas is numerically more trustworthy in machine numbers sets. I this paper, based on total effect of rounding error, we prove that the second Algorithm is better than the first Algorithm. Numerical experiments show the efficiency of Algorithm 2.
Language:
English
Published:
Journal of Sciences, Islamic Republic of Iran, Volume:21 Issue: 3, Summer 2010
Page:
265
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