diff --git a/FastRngTests/Double/RunningStatistics.cs b/FastRngTests/Double/RunningStatistics.cs
new file mode 100644
index 0000000..f1b5210
--- /dev/null
+++ b/FastRngTests/Double/RunningStatistics.cs
@@ -0,0 +1,47 @@
+using System;
+
+namespace FastRngTests.Double
+{
+    internal sealed class RunningStatistics
+    {
+        private double previousM;
+        private double previousS;
+        private double nextM;
+        private double nextS;
+  
+        public RunningStatistics()
+        {
+        }
+ 
+        public int NumberRecords { get; private set; } = 0;
+        
+        public void Clear() => this.NumberRecords = 0;
+
+        public void Push(double x)
+        {
+            this.NumberRecords++;
+ 
+            // See Knuth TAOCP vol 2, 3rd edition, page 232
+            if (this.NumberRecords == 1)
+            {
+                previousM = nextM = x;
+                previousS = 0.0;
+            }
+            else
+            {
+                nextM = previousM + (x - previousM) / this.NumberRecords;
+                nextS = previousS + (x - previousM) * (x - nextM);
+     
+                // set up for next iteration
+                previousM = nextM;
+                previousS = nextS;
+            }
+        }
+
+        public double Mean => this.NumberRecords > 0 ? nextM : 0.0;
+
+        public double Variance => this.NumberRecords > 1 ? nextS / (NumberRecords - 1) : 0.0;
+
+        public double StandardDeviation => Math.Sqrt(this.Variance);
+    }
+}
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