Recursive Standard Deviation - MATLAB Cody - MATLAB Central

Problem 3005. Recursive Standard Deviation

Difficulty:
(7)
Rate

When you have a large set of data, it can be resource consuming to calculate standard deviation at every step. So why not calculate a recursive std deviation at step n given:

  • mean at step n
  • value of added point at step n
  • mean and std at step (n-1)

PS1: We'll always consider a vector of length 2 to which we add a third value

PS2: There are two common definitions of stdandard deviation. If you look at the help section of matlab, i used the second definition

Solve

Solution Stats

44.0% Correct | 56.0% Incorrect
Last Solution submitted on Oct 30, 2024

Problem Comments

Solution Comments

Show comments

Problem Recent Solvers18

Suggested Problems

More from this Author12

Problem Tags

math

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Go to top of page