how about Delta method? see examples here: http://www.math.umt.edu/patterson/549/Delta.pdf
= = = = = = = = On 2011-06-07 08:47:04 You wrote = = = = = = = = 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, chris.mor...@stfc.ac.uk <chris.mor...@stfc.ac.uk> wrote: From: chris.mor...@stfc.ac.uk <chris.mor...@stfc.ac.uk> Subject: statistics of A/B To: capri...@yahoo.com 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 chris.mor...@stfc.ac.uk 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.
