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Bryan M. Gorman's Blog (1)

Rigorous Generalized L^p Variance

An article by Vincent Granville posted to Hadoop360 introduces a formal method to generalize the notion of variance based on L^p norms. Whereas the formal generalization suggested in the article did meet several desired criteria, it left other desirable criteria unmet. In particular, there was no formal connection between the generalized variance and an associated generalized mean, and there was…


Added by Bryan M. Gorman on December 31, 2014 at 12:40pm — 1 Comment

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