incremental-online-statistics-002.nb

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Cell["Windowed Incremental Online Statistics", "Title",
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 "We calculate some descriptive statistics --- mean, unbiased variance, \
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accessing the observations. The descriptive statistics are computed by \
stateless binary functions that update prior estimates given new data, one at \
a time. Such functions can be tested independently of the source of the data, \
say over known test cases with known true answers. The same functions can be \
deployed without even being recompiled in harsh asynchronous environments."
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Consider the following sample of length ten from a standard normal \
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For comparison against Clojure, we want a non-random collection of data.\
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Equation 1 is formally identical\.7f\.7f to the Kalman update. This paper \
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We require a running variance that does not refer to future observations and \
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Notice that the intermediate variances are not valid because they do not \
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*)