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    <title>streaming on krtffl.dev</title>
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      <title>welford&#39;s algorithm and why i never store the samples</title>
      <link>https://krtffl.dev/posts/welford-online-variance-rust/</link>
      <pubDate>Mon, 13 Apr 2026 00:00:00 +0000</pubDate>
      
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      <description>&lt;p&gt;you want to know if the error rate just spiked. that&amp;rsquo;s a z-score: how many standard deviations is &lt;em&gt;right now&lt;/em&gt; away from what &lt;em&gt;normal&lt;/em&gt; looked like. simple formula, &lt;code&gt;(x - mean) / stddev&lt;/code&gt;, you learned it before you could legally drink.&lt;/p&gt;
&lt;p&gt;except a standard deviation needs a mean, and a mean needs all the numbers, and the numbers are a log file the size of a small moon. so where, exactly, are you keeping them?&lt;/p&gt;</description>
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