REAL-TIME AVERAGE AND VARIANCE WITH MODULO ARITHMETIC

The arithmetic mean, and sample variance, are the most common summary statistics of a data set. There are circumstances (within computationa l loops, and in real-time data analysis, for examples) where it is des irable to maintain a current estimate of the mean and variance. The '' lossy'' (sometimes called the ''running'') mean and variance are frequ ently useful also. We present an algorithm for these applications, and show the provisions necessary for use with cyclical (e.g. phase-angle ) data.