Year: 1969
Type: article
Abstract: A recursive equation is presented for the purpose of estimation of t h e variance of a sequence of independent random numbers.The use of t h i s recursive equation makes it possible to perform a r u n n i n g estimate of the variance as the samples are received sequentially.A n analysis of the recursive equation is included to show that it gives an asymptotically unbiased estimate of the variance.The variance of t h e estimated variance is derived for the special case of random numbers with a Gaussian probability distribution. 17.
Author: M. M. Bruce
Institution: Langley Research Center
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W787568371