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Simpler Online Updates for Arbitrary-Order Central Moments

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.

preprint2015arXivOpen access
Xiangrui Meng
Computation
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Xiangrui Meng

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