formula used to calculate decaying variance in numberSeq

In `src/hotspot/share/utilities/numberSeq.cpp#L44-L46`

```
    _davg = (1.0 - _alpha) * val + _alpha * _davg;
    double diff = val - _davg;
    _dvariance = (1.0 - _alpha) * diff * diff + _alpha * _dvariance;
```

The way how decaying variance is calculated doesn't match the description in
https://en.wikipedia.org/wiki/Moving_average#Exponentially_weighted_moving_variance_and_standard_deviation

Note that the formula in Wikipedia page use alpha, but that alpha is actually corresponding to `1.0-_alpha` in the openjdk source.

If one translates the formula in the wikipedia page to openjdk source, it should be:

```
    double diff = val - _davg;
    _davg = _davg + (1.0 - _alpha) * diff; // or the original code (they are the same) _davg = (1.0 - _alpha) * val + _alpha * _davg;
    _dvariance = _alpha ( _dvariance + (1.0 - _alpha) * diff * diff); // the one is differennt
```

The formula derivation is shown "Incremental calculation of weighted mean and variance" by Tony Finch, pdf available at https://fanf2.user.srcf.net/hermes/doc/antiforgery/stats.pdf