Commit 8832f3c
Fix #123: Use correct pooled standard deviation formula in multi-worker aggregation
The previous implementation computed std_dev as sqrt(sum(n_i * sigma_i^2) / N),
which only accounts for within-group variance. When workers have different mean
latencies, this significantly underestimates the true combined standard deviation.
Apply the law of total variance: Var(X) = E[Var(X|G)] + Var(E[X|G]), which
adds between-group variance (weighted squared deviation of each worker's mean
from the combined mean) to the within-group variance.
- Fix pooled std_dev formula in aggregate_latency_metrics()
- Add test verifying between-group mean differences are captured
- Add test verifying same-mean case still produces correct result
- All existing tests passing, clippy clean
AI-assisted-by: Claude Opus 4.6
Co-authored-by: Cursor <cursoragent@cursor.com>1 parent d586320 commit 8832f3c
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