Returns the starting values for the step-by-step (mean,variance) computation.
[ n , mu , v ] = intprb_muvstepstart ( )
a 1-by-1 matrix of floating point integersthe starting value of the number of values
a 1-by-1 matrix of doubles, the starting value of the mean
a 1-by-1 matrix of doubles, the starting value of the sample variance, as the sum of squares divided by with n-1
This routine is used in an algorithm which uses the step-by-step variance computation. It is designed to be used with intprb_muvstepupdate and intprb_muvstepstop. This function is useful in Monte-Carlo algorithms which do not keep track of all the function values, but only keep the last function value and update the mean and the variance dynamically.
Donald E. Knuth (1998). The Art of Computer Programming, volume 2: Seminumerical Algorithms, 3rd edn., p. 232. Boston: Addison-Wesley.
http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance