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