方差迭代计算公式
方差迭代计算过程推导 术语约定 递推公式 过程推导 术语约定 (1) E n = 1 n ∑ i = 1 n x i E_n =\frac{1}{n} \sum_{i=1}^{n}x_i \tag{1} E n = n 1 i = 1 ∑ n x i ( 1 ) (2) F ( n ) = ∑ i = 1 n ( x 2 E n ) F(n) = \sum_{i=1}^{n}{(x^2-E_n)} \tag{2} F ( n ) = i = 1 ∑ n ( x 2 E n ) ( 2 ) (3) V ( n ) = 1 n ∑ i = 1 n ( x 2 E n ) = F ( n ) n V(n) = \frac{1}{n}\sum_{i=1}^{n}{(x^2-E_n)} = \frac{F(n)}{n} \tag{3} V ( n ) = n 1 i = 1 ∑ n ( x 2 E n ) = n F ( n ) ( 3 ) 递推公式 F ( n ) = ∑ i = 1 n ( x i 2 E n ) = ∑ i = 1 n x i 2 2 ∑ i = 1 n x i E n + n E n 2 由 E n = 1 n ∑ i = 1 n x i 可 导 出 , n E n = ∑ i = 1 n x i , 故 F(n) = \sum_{i=1}^ {n}{(x_i^ 2