simple_mean_sd.rb

# Easily calculate mean and standard distribution of a distribution without
# collecting all values in memory
#
class Distribution
  def initialize
    @n, @sum_x, @sum_x_2 = 0, 0, 0
    @min, @max = nil, nil
  end
  
  def <<(x)
    @n += 1
    @sum_x += x
    @sum_x_2 += x**2
    @min = x if @min.nil? || x < @min
    @max = x if @max.nil? || x > @max
  end
  
  def stats
    mean_x = @sum_x.to_f / @n
    
    mean_x_2 = (1.0/@n) * @sum_x_2
    
    sd = Math.sqrt(mean_x_2 - mean_x**2)
    
    {
      :count => @n, 
      :mean => mean_x,
      :sd => sd,
      :min => @min,
      :max => @max,
    }
  end
end

dist = Distribution.new

(0..10).each { |i| dist << i }

p dist.stats