Thank you for the reply. Hypothesis: A and B are independent and normal distribution. Could you please explain more? Thanks.
--- On Mon, 6/6/11, [email protected] <[email protected]> wrote: From: [email protected] <[email protected]> Subject: statistics of A/B To: [email protected] Date: Monday, June 6, 2011, 4:00 AM HI, Do you have a hypothesis about the distributions of A and B? If so, there might be an analytic answer to your question, and certainly you can answer it by monte carlo simulation. Without a know distribution, it does not have an answer. From the mean and variance of A and B, you can work out the mean and variance of: A - B But not of: Log A Note that the answer you are looking for will be ill conditioned if the distribution of B includes points near 0. regards, Chris ____________________________________________ Chris Morris [email protected] Tel: +44 (0)1925 603689 Fax: +44 (0)1925 603634 Mobile: 07921-717915 https://www.pims-lims.org/ Daresbury Lab, Daresbury, Warrington, UK, WA4 4AD If means and standard deviations of A and B are known, how to estimate the variance of A/B? Thanks. -- Scanned by iCritical.
