Simpler Online Updates for Arbitrary-Order Central Moments
Computation
2015-10-19 v1
Abstract
Statistical moments are widely used in descriptive statistics. Therefore efficient and numerically stable implementations are important in practice. Pebay [1] derives online update formulas for arbitrary-order central moments. We present a simpler version that is also easier to implement.
Keywords
Cite
@article{arxiv.1510.04923,
title = {Simpler Online Updates for Arbitrary-Order Central Moments},
author = {Xiangrui Meng},
journal= {arXiv preprint arXiv:1510.04923},
year = {2015}
}