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Re: symbolic Variance - Integration

  • To: mathgroup at smc.vnet.net
  • Subject: [mg84601] Re: symbolic Variance - Integration
  • From: Bill Rowe <readnewsciv at sbcglobal.net>
  • Date: Sun, 6 Jan 2008 05:58:14 -0500 (EST)

On 1/5/08 at 4:40 AM, cuaxie at gmail.com (jess) wrote:

>I came across a formula for variance of a product of random
>variables X and Y. The formula was given under the assumption that X
>and Y are independent, and there was a remark that without this
>assumption the formula is very complicated.

<snip>

>Please I would appreciate absolutely any comment at all...

There is a third party package for Mathematica (mathStatica)
that does what you want and much more. Details can be found at
<http://www.mathstatica.com>. Currently, there isn't a version
of mathStatica compatible with version 6 of Mathematica. But
that is due sometime this quarter.
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