# Computation of function moments

**URL:** <https://discourse.julialang.org/t/computation-of-function-moments/5074>\
**Category:** Numerics\
**Created:** [July 26, 2017, 2:24pm UTC](https://discourse.julialang.org/t/computation-of-function-moments/5074 "2017-07-26T14:24:34Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![mzaffalon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mzaffalon/32/214168_2.png) [@mzaffalon](https://discourse.julialang.org/u/mzaffalon)\
**Post date:** [July 26, 2017, 2:24pm UTC](https://discourse.julialang.org/t/computation-of-function-moments/5074/1 "2017-07-26T14:24:34Z")

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I would like to compute \int\_a^b(f-\bar{f})^ndx where \bar{f}=\int\_a^bf dx. Is it possible to compute it in one pass?

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**Author:** ![aaowens](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/aaowens/32/12101_2.png) [@aaowens](https://discourse.julialang.org/u/aaowens)\
**Post date:** [July 26, 2017, 2:46pm UTC](https://discourse.julialang.org/t/computation-of-function-moments/5074/2 "2017-07-26T14:46:00Z")

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Wikipedia gives code for a Welford algorithm to do this here [Algorithms for calculating variance - Wikipedia](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Online_algorithm) , at least for the variance.

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**Author:** ![Tamas\_Papp](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tamas_papp/32/25949_2.png) [@Tamas\_Papp](https://discourse.julialang.org/u/Tamas_Papp)\
**Post date:** [July 26, 2017, 3:01pm UTC](https://discourse.julialang.org/t/computation-of-function-moments/5074/3 "2017-07-26T15:01:26Z")

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Also see

> **[GitHub - joshday/OnlineStats.jl: ⚡ Single-pass algorithms for statistics](https://github.com/joshday/OnlineStats.jl)**
>
> ⚡ Single-pass algorithms for statistics. Contribute to joshday/OnlineStats.jl development by creating an account on GitHub.

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**Author:** ![mzaffalon](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/mzaffalon/32/214168_2.png) [@mzaffalon](https://discourse.julialang.org/u/mzaffalon)\
**Post date:** [July 28, 2017, 5:27am UTC](https://discourse.julialang.org/t/computation-of-function-moments/5074/4 "2017-07-28T05:27:45Z")

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Thank you @aaowens and @Tamas_Papp.