[GitHub] xueyumusic commented on issue #3850: Aggregation of population standard variance support

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xueyumusic commented on issue #3850: Aggregation of population standard variance support
URL: https://github.com/apache/incubator-pinot/pull/3850#issuecomment-464468481
 
 
   Hi, @kishoreg , thanks for review, I investigated a bit more and found that the algo adopted by spark to compute approx variance and stddev maybe more practical. From [this wiki](https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance) there are several different algos, and comparing them it looks Welford's online algorithm and its related algo(parallel algo and high-order algo) is more practical. They are also algos adopted by spark at [here](https://github.com/apache/spark/blob/master/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/CentralMomentAgg.scala#L189). So I think it maybe more appropriate to be used here. What do you think?

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