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Variance (Welford’s method)
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=68700
Forum: 17 · Topic 68700 · 1 post(s)
Variance (Welford’s method)
Apprentice · Tue Jul 23, 2019 10:59 am
Welford’s single-pass method, is less noisy and stable than the standard deviation formula.