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I'm calculating a value based on experimental data. The calculation is

$$ k = \frac{a - b}{c} \cdot \frac{1}{T}, $$

and $a$, $b$ and $c$ are all measured experimentally, multiple times, with some variation between samples, and $T$ is a constant. They are also measured independently, so even if I happen to have $N$ values each of $a$, $b$, and $c$, I cannot say that they "belong" to each other in triples, or anything like that.

What is the correct way of calculating the standard deviation in the result $k$? I believe I can not-totally-unreasonably assume that $a$, $b$, and $c$ are normally distributed, although strictly speaking the numbers are all constrained (both in reality and in the measurements) to be positive, so they are not truly normal.

(I tried calculating $k$ from all permutations of my different values of $a$, $b$, and $c$. Say $N = 4$, then I have $4 \times 4 \times 4 = 64$ different combinations I can use to calculate $k$, and then I can take the standard deviation of that. It feels a bit like a hack, though, so some theoretical insight would be nice.)

Just to provide a more concrete example, here are some numbers (in the form of python code, for convenience). These are obtained from measurements, where the values of $a$ measured from four different samples, $b$ from four other samples, and $c$ from yet another four samples.

a = np.array([286641, 266093, 227900, 165559])
b = np.array([136748, 159846, 108337, 164340])
c = np.array([303791, 327579, 410016, 340820])
T = 5

So the question then becomes: Give these data, and given that $k$ is calculated from the equation above, what, if anything, can I say about the standard deviation (or other ways of communicating uncertainty) in my calculated values of $k$.

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    $\begingroup$ If a, b, and c don't necessarily belong together, then how are you doing the calculation? They have to be triples or the formula makes no sense. $\endgroup$
    – Peter Flom
    Commented Jun 10 at 9:39
  • $\begingroup$ The actual situation is a bit involved, so I'll give a simpler example. Say I want to calculate the ratio of the weight of cats and dogs. I measure N dogs, they have different weights, and I measure M cats, and they have different weights. For each pair of dogs and cats, I can calculate the ratio, but what is the correct way to calculate the standard deviation of that ratio? $\endgroup$
    – Tor
    Commented Jun 10 at 11:21
  • $\begingroup$ Okay but this is an example with two random variables and they are pairs which would translate to three random variables that are triples, but you're saying a, b, and c aren't triples? $\endgroup$
    – num_39
    Commented Jun 10 at 12:46
  • $\begingroup$ In the example, they are not pairs in the sense that they belong together. If I weigh 3 dogs and 5 cats, my numbers are just independent samples from two different populations. There is no "natural" way to pair one dog and one cat, but for all possible pairs I can of course calculate a ratio. Similarly, in my case, I have N independent samples from three different populations, from which I can choose any of N^3 different triples, but none of those triples are any more natural than the others. $\endgroup$
    – Tor
    Commented Jun 10 at 12:52
  • $\begingroup$ So, in your toy example, you want the standard deviation of the 27 possible ratios? I don't think there is an analytic solution to this. $\endgroup$
    – Peter Flom
    Commented Jun 10 at 14:44

1 Answer 1

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I think I found the answer on Wikipedia: https://en.wikipedia.org/wiki/Algebra_of_random_variables#Variance_algebra_for_random_variables

If $a$ and $b$ are independent, then the variance of $d = a + b$ is just $\mathrm{var}(a) + \mathrm{var}(b)$.

Next, the variance of $d / c$ is

$$ \mathrm{var}(d/c) = \mathrm{var}(d) \mathrm{var}(1/c) + \mathrm{var}(d) (\mathrm{E}(1/c))^2 + \mathrm{var}(1/c) (\mathrm{E}(d))^2.$$

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