- RealIllusion
**Posts:**22**Joined:**

I'm wondering if anyone has a quick answer to the following question: Suppose we have two random variables x and y, with probability distributions f(x) and g(y), and a consider a function h(x, y) of x and y. Is there a general formula for the standard deviation of h in terms of x and y?

are x and y independent?if you have the joint probability distribution p(x,y) then you would do a double integral over x and y to calculate an expectation.you would then just calculate SQRT( E(h^2) - (E(h))^2 ) to get the standard deviation