Running Stats Update

Problem

Update running mean and sum of squared deviations with one observation using Welford's method.

Given mean, m2, and count before the observation, return [new_mean, new_m2, count + 1], where new_mean = mean + delta / (count + 1) and new_m2 = m2 + delta * (x - new_mean) with delta = x - mean.

Hint

m2 divided by count gives the population variance without a second pass.

Test cases

case 1

in: [0,0,0,5]

expected: [5,0,1]

case 2

in: [5,0,1,3]

expected: [4,2,2]

case 3

in: [4,2,2,7]

expected: [5,8,3]

case 4

in: [1,2,2,1]

expected: [1,2,3]

Starter codePython

def running_stats_update(mean, m2, count, x):
    # Your code here
    pass

4 test cases · run your code against them in the editor