Drexel dragonThe Math ForumDonate to the Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.

Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: Product of two normal PDF vs 'Propogation of Uncertainty'
Replies: 3   Last Post: Jan 21, 2011 7:40 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 1,089
Registered: 12/6/04
Re: Product of two normal PDF vs 'Propogation of Uncertainty'
Posted: Jan 21, 2011 5:09 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On Jan 20, 11:49 pm, Matt Francis <mattjamesfran...@gmail.com> wrote:
> Sorry quick correction, the second paragraph above should read:
> Back in undergraduate labs, we are taught simple formulas for
> combining the errors on the product of two uncorrelated measurements.
> If we have two quantities A and B that we have measurements A' and B'
> with variances var_A and var_B the we get for the combination C=AB
> that C'=A'B' and var_C = B'^2 * var_A + A'^2 * var_B

For A and B independent and C = A*B, I would guess

E[C] = E[A] * E[B]

Var(C) = Var(A)*Var(B) + Var(A)*E[B]^2 + Var(B)*E[A]^2

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2015. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.