Online method for computing variance

This method is due to Welford, described in TAOCP – Volume 2 by Donald E. Knuth. The merit of this method is discussed by many people [1][2].

This pdf note shows how to derive Welford recursive relation.

https://cloud.sagemath.com/projects/d5e7edce-9463-4b44-bb9a-0d719fc4f383/files/Welford_method.pdf

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