Re: [R] Numerical question

From: Duncan Murdoch <murdoch_at_stats.uwo.ca>
Date: Fri, 25 Jul 2008 18:48:53 -0400

On 25/07/2008 5:06 PM, Zhang Yanwei - Princeton-MRAm 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.

You can't, in any reasonable sense. The variance depends strongly on the means, which you say you don't have.

If you want to be unreasonable, then the answer is that the variance is approximately 1.

Duncan Murdoch



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