diff --git a/maths/average_welford.py b/maths/average_welford.py
new file mode 100644
index 000000000000..ad674f46e677
--- /dev/null
+++ b/maths/average_welford.py
@@ -0,0 +1,21 @@
+def average_welford(values: list) -> float:
+    """
+      >>> average_welford([1, 2, 3, 4, 5])
+      3.0
+      >>> average_welford([1.2329435, 2.209462409, 3.230925, 4.47626462, 5.2938759204])
+      3.2886942898799996
+      >>> average_welford([-57386462.2329435, 2246262.209462409, 4632463.230925, 856737354.47626462, -243664265.2938759204])
+      112513070.4779665
+    """
+    avg = 0.0
+    """while looping through the list,
+       we calculate the average of the
+       current element and the average
+       of the elements before it"""
+    for index in range(0, len(values)):
+      avg += (values[index]-avg)/(index+1)
+    return avg
+
+if __name__ == "__main__":
+      import doctest
+      doctest.testmod()