Variance of combination of variables
m1 <- 10
v1 <- 2
m2 <- 100
v2 <- 5
# var(x + y) = var(x) + cov(x, y) + var(y)
# if the x and y variables are independent:
# var(x + y) = var(x) + var(y)
(v1 + v2)
# If I use resampling
c1 <- rnorm(100000, mean=m1, sd=sqrt(v1))
c2 <- rnorm(100000, mean=m2, sd=sqrt(v2))
var(c1+c2)
# The resampling method can be used in most of the cases
v1 <- 2
m2 <- 100
v2 <- 5
# var(x + y) = var(x) + cov(x, y) + var(y)
# if the x and y variables are independent:
# var(x + y) = var(x) + var(y)
(v1 + v2)
# If I use resampling
c1 <- rnorm(100000, mean=m1, sd=sqrt(v1))
c2 <- rnorm(100000, mean=m2, sd=sqrt(v2))
var(c1+c2)
# The resampling method can be used in most of the cases
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