Algorithm AS 41: Updating the Sample Mean and Dispersion Matrix

• 1 January 1971
• journal article
• Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
• Vol. 20  (2) , 206
• https://doi.org/10.2307/2346477

Abstract

Keywords

• ALGORITHM
• DISPERSION MATRIX
• SAMPLE MEAN
• UPDATING THE SAMPLE
• MEAN AND DISPERSION