Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2000
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*December
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2000

[Date Index] [Thread Index] [Author Index]

Search the Archive

Random Variable Calculus Using Computer Algebra

  • To: mathgroup at smc.vnet.net
  • Subject: [mg23472] Random Variable Calculus Using Computer Algebra
  • From: "Jonathan Evans" <johnevans at mindspring.com>
  • Date: Thu, 11 May 2000 00:54:20 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Does anyone know of a good way to compute variances (or higher moments) of
functions of random variables in Mathematica.

For example:   Var[ X + Y] = Var[X] + Var[Y] + 2 * Corr_xy * Sqrt(Var[X] *
Var[Y])

is easy enough to do by hand.  But what about an expression like Var[ X * Y
+ Y * Z + X * Z] ?? I have a strong interest in learning how to do this in
Mathematica (or another computer algebra program).  If anyone know how, feel
free to email me directly at:  johnevans at mindspring.com




  • Prev by Date: Fonts in plots
  • Next by Date: Re: contours
  • Previous by thread: Re: Fonts in plots
  • Next by thread: How to grid ungridded data