Re: [R] Numerical question

From: stephen sefick <ssefick_at_gmail.com>
Date: Fri, 25 Jul 2008 17:35:25 -0400

If it is in a data frame with the variables as columns try f <- cbind(a*b, b*c, c*d)
sapply(f, function(x)var(x))

On Fri, Jul 25, 2008 at 5:06 PM, Zhang Yanwei - Princeton-MRAm < YZhang_at_munichreamerica.com> wrote:

> Hi all,
> I have n independent variables A_1, A_2, A_3,......,A_n, and each with
> known variances var(A_1), var(A_2),..., but unknown mean. How can I get the
> approximation of the variance of the product of the variables using
> numerical computation, i.e. var(A_1*A_2*A_3*.....*A_n)? Thanks.
>
> Sincerely,
> Yanwei Zhang
> Department of Actuarial Research and Modeling
> Munich Re America
> Tel: 609-275-2176
> Email: yzhang_at_munichreamerica.com<mailto:yzhang_at_munichreamerica.com>
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Let's not spend our time and resources thinking about things that are so
little or so large that all they really do for us is puff us up and make us
feel like gods. We are mammals, and have not exhausted the annoying little
problems of being mammals.

-K. Mullis

	[[alternative HTML version deleted]]

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri 25 Jul 2008 - 21:37:36 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Fri 25 Jul 2008 - 22:32:33 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive