Updating Sample Variance and Correlation Using Sum of Squares and Sum of Cross product

제곱합과 교차곱합의 특성을 이용한 표본분산과 상관계수의 계산

  • Cho Tae-Kyoung (Department of Statistics and Information Science, Dongguk University) ;
  • Shin Mi-Young (Department of Mathematics, The Catholic University of Korea)
  • Published : 2006.08.01

Abstract

In this paper we present the simple updating formulas for a sum of product and a sum of cross product when a new value is added on or a specific value is eliminated from the original data. The sample variance and correlation for the new data set are derived by new computing formulas. Any statistic which is a function of the sum of product and a sum of cross product also can be updated by proposed method even though the original data is not available.

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