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arXiv · 1510.04923

Simpler Online Updates for Arbitrary-Order Central Moments

Xiangrui Meng
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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.

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Xiangrui Meng. 2015-10-16. Simpler Online Updates for Arbitrary-Order Central Moments. https://arxiv.org/abs/1510.04923

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