Running variance

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ashelia

New Member
French
Hi,

I've come accross the term "running variance" during some work research, but I am not sure as what it means and cannot find a good translation in French.

Does anyone know?

Thanks in advance
 
  • la grive solitaire

    Senior Member
    United States, English
    Bienvenue Ashelia. :)

    I couldn't find a translation for it either, but perhaps the explanation in this link will help you come up with something:

    There is a way to compute variance that is more accurate and is guaranteed to always give positive results. Furthermore, the method computes a running variance. That is, the method computes the variance as the x's arrive one at a time.

    http://www.johndcook.com/standard_deviation.html

    (Link to standard deviation / running variance)
     
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