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

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Henry

Posts: 1,089
Registered: 12/6/04
Re: Product of two normal PDF vs 'Propogation of Uncertainty'
Posted: Jan 21, 2011 5:09 AM
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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



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