[Spambayes] RE: Central Limit Theorem??!! :)

T. Alexander Popiel popiel@wolfskeep.com
Mon, 23 Sep 2002 08:53:47 -0700


In message:  <20020923154703.2C816F57F@cashew.wolfskeep.com>
             "T. Alexander Popiel" <popiel@wolfskeep.com> writes:
>
>  (15)  M[1] = x[1],  M[k] = M[k-1] + ((x[k] - M[k-1]) / k)
>  (16)  S[1] = 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.

- Alex