[Spambayes] RE: Central Limit Theorem??!! :)
T. Alexander Popiel
Mon, 23 Sep 2002 08:53:47 -0700
In message: <20020923154703.2C816F57F@cashew.wolfskeep.com>
"T. Alexander Popiel" <email@example.com> writes:
> (15) M = x, M[k] = M[k-1] + ((x[k] - M[k-1]) / k)
> (16) S = 0, S[k] = S[k-1] + ((x[k] - M[k-1]) * (x[k] - M[k]))
> for a population x of size n, 2 <= k <= n, where
> sigma = sqrt(S[n]/(n-1)).
It just occured to me that I neglected to mention that Knuth's S and
Gary Robinson's S are different; Gary Robinson seems to be using S to
be standard deviation (listed as sigma, above).
Just a warning for those who may use the formulas I quoted without
looking too closely at the definitions.