By Kardi Teknomo, PhD .
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Traditional arithmetic mean formula is
Let give symbol to the sum to simplify the notation
, thus we have
After we corrected the measurement, we have
(Proved)
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These tutorial is copyrighted .
Preferable reference for this tutorial is
Teknomo, Kardi. (2006) Recursive Average and Variance.
http://people.revoledu.com/kardi/tutorial/RecursiveStatistic/index.html