(See Chan et al XXXXXXXXXXShow that the following updating algorithm for computing the sample mean and variance is really just the Givens method for the simplest regression problem ( just a common...


(See Chan et al. 1983.) Show that the following updating algorithm for computing the sample mean and variance is really just the Givens method for the simplest regression problem ( just a common mean):


                       Ti = Ti−1 + yi and Si = Si−1 + (iyi − Ti) 2 /[i(i − 1)].


Show that it is equivalent to the following code:


           s=0.


           ss=0.


           do i=1,n


           d=(y(i)-s)/i


           ss=ss+(i-1)*(y(i)-s)*d


           s=s+d


           end do ! loop on i



May 03, 2022
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