CAMPARISON OF NUMERICALLY STABILITY OF TWO ALGORITHMS FOR THE CALCULATION OF VARIANCE

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ROSTAMY D.; YAGHESH E.

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Journal: Journal of Sciences, Islamic Republic of Iran Year:2010 | Volume:21 | Issue:3 Page(s): 265-273

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Information Journal Paper

Title

CAMPARISON OF NUMERICALLY STABILITY OF TWO ALGORITHMS FOR THE CALCULATION OF VARIANCE

Author(s)

ROSTAMY D. | YAGHESH E. | Issue Writer Certificate

Keywords

COMPUTATIONAL STATISTICSQ3

ROUND OFF ERRORQ3

ERROR ANALYSISQ3

Abstract

In descriptive statistics, there are two computational algorithms for determining the variance S2, of a set of observations {Xi}ni=1:Algorithm 1: S2= 1/n-1 Sni=1 x2i – n/n-1 x-2,Algorithm 2: S2= 1/n-1 Sni=1 (xi-x-)2,where x-=Sni=1 xi. 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.

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APA: Copy

ROSTAMY, D., & YAGHESH, E.. (2010). CAMPARISON OF NUMERICALLY STABILITY OF TWO ALGORITHMS FOR THE CALCULATION OF VARIANCE. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, 21(3), 265-273. SID. https://sid.ir/paper/84155/en

Vancouver: Copy

ROSTAMY D., YAGHESH E.. CAMPARISON OF NUMERICALLY STABILITY OF TWO ALGORITHMS FOR THE CALCULATION OF VARIANCE. JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN[Internet]. 2010;21(3):265-273. Available from: https://sid.ir/paper/84155/en

IEEE: Copy

D. ROSTAMY, and E. YAGHESH, “CAMPARISON OF NUMERICALLY STABILITY OF TWO ALGORITHMS FOR THE CALCULATION OF VARIANCE,” JOURNAL OF SCIENCES ISLAMIC REPUBLIC OF IRAN, vol. 21, no. 3, pp. 265–273, 2010, [Online]. Available: https://sid.ir/paper/84155/en

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