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



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


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



