Source

udacity373_code / unit2 / u2-22_new_meanvar.py

# Write a program to update your mean and variance
# when given the mean and variance of your belief
# and the mean and variance of your measurement.
# This program will update the parameters of your
# belief function.

def update(mean1, var1, mean2, var2):
    new_mean = 1.0 /(var1+var2) * (mean1 * var2 + mean2 * var1)
    new_var = 1.0/(1.0/var1 + 1.0/var2)
    return [new_mean, new_var]

print update(10.,8.,13., 2.)
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