Article View: net.math.stat
Article #123Info/references requested on problem analysis
From: Carl Witthoft
Date: Mon, 28 Oct 1985 12:36
Date: Mon, 28 Oct 1985 12:36
30 lines
1830 bytes
1830 bytes
I'm looking primarily for recommendations on decent advanced texts
on probability and noise analysis of random variables. The guys
in my group all have had undergrad training, game theory,
Bayesian stats, MLE, etc., but we need to do some serious work on the
following setup. So if you have any direct advice on solutions, that
would be appreciated as well.
Basic problem:
Find the variance (as well as mean, and maybe skew) of
x/y , where x and y are random variables with known distribution function
(generally Gaussian, maybe Poisson).Noise in x and y is uncorrelated.
Extended problem: same as above, except express x and y as
x = xmean + cornoise +uncornoise
y = ymean + cornoise +uncornoise
where *mean is the expectation of the R.V., cornoise is a correlated
noise term ( correlated between x and y ) and uncornoise is an uncorrelated
noise term in each R.V.
Please email all responses, and if any interest shown I'll post a summary.
Thanks again.
Darwin's Dad (Carl Witthoft) @ Adaptive Optics Assoc.,
54 Cambridgepark Dr., Cambridge, MA 02140 617-864-0201
...!{decvax,linus,ima,ihnp4,wjh12,wanginst}!bbncca!aoa!carl
" Buffet-Crampon R-13 , VanDoren B-45, and VanDoren Fortes ."
Technical Details
Message-ID:
<334@aoa.UUCP>Path:
arc1-ca.pugleaf.net!utzoo!linus!philabs!cmcl2!harvard!bbnccv!bbncca!aoa!carlShow Full Headers
Complete Article Headers
Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP Posting-Version: version B 2.10.2 9/18/84; site aoa.UUCP Path: arc1-ca.pugleaf.net!utzoo!linus!philabs!cmcl2!harvard!bbnccv!bbncca!aoa!carl From: carl@aoa.UUCP (Carl Witthoft) Newsgroups: net.math.stat Subject: Info/references requested on problem analysis Message-ID: <334@aoa.UUCP> Date: Mon, 28-Oct-85 07:36:45 EST Article-I.D.: aoa.334 Posted: Mon Oct 28 07:36:45 1985 Date-Received: Thu, 31-Oct-85 22:26:20 EST Reply-To: carl@aoa.UUCP (Carl Witthoft) Distribution: net Organization: Adaptive Optics Assoc., Cambridge, Mass. USA Lines: 32