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Computing a variance in astrophysics context
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[QUOTE="fab13, post: 6476637, member: 183596"] [B]TL;DR Summary:[/B] Computing a variance in astrophysics context : the goal is to compute the variance of a ratio of 2 parameters into astrophysics context. I have posted here since the issue is about statistics. Below the error on photometric galaxy clustering under the form of covariance : $$ \Delta C_{i j}^{A B}(\ell)=\sqrt{\frac{2}{(2 \ell+1) f_{\mathrm{sky}} \Delta \ell}}\left[C_{i j}^{A B}(\ell)+N_{i j}^{A B}(\ell)\right] $$ where ##_{\text {sky }}## is the fraction of surveyed sky and ##A, B## run over the observables #### and ##, \Delta \ell## is the width of the multipoles bins used when computing the angular power spectra, and ##, j## run over all tomographic bins. The First term ##_{i j}^{A B}## refers to the Cosmic Variance and the second term ##_{i j}^{A B}(\ell)## is the Shot Noise (Poisson noise). We look at here ##, B=G##. We introduce a new observable called "O"which is the ratio between power matter and angular power spectra $$ O=\left(\frac{C_{\ell, \mathrm{gal}, \mathrm{sp}}^{\prime}}{C_{\ell, \mathrm{gal}, \mathrm{ph}}^{\prime}}\right)^{1 / 2}=\left(\frac{b_{s p}}{b_{p h}}\right) $$ Taking the ratio between both, one can write : $$ O=\left(\frac{b_{s p}^{2} C_{\ell, \mathrm{DM}}^{\prime}+\Delta C_{s p, i j}^{G G}}{b_{p h}^{2} C_{\ell, \mathrm{DM}}^{\prime}+\Delta C_{p h, i j}^{G G}}\right)^{1 / 2} $$ We neglect the Poisson noise term ##\Delta C_{p h, i j}^{G G}## (sum of Cosmic Variance and Shot Noise) ##\Delta C_{p h, i j}^{G G}## on denominator since it is very small compared to ##b_{p h}^{2} C_{\ell, \mathrm{DM}}^{\prime}## We consider also the dominance of spectroscopic Shot Noise ##N_{s p, i i}^{G G}(\ell)##in the quantity ##\Delta C_{s p, i j}^{G G}## Let's recall the notation for photometric ##C_{\ell, \text { gal }, \mathrm{ph}}^{\prime}## : $$ C_{\ell, \mathrm{gal}, \mathrm{ph}}^{\prime}=\int_{l_{m i n}}^{l_{\max }} C_{\ell, \mathrm{gal}, \mathrm{ph}}(\ell) \mathrm{d} \ell=b_{p h}^{2} \int_{l_{\min }}^{l_{\max }} C_{\ell, \mathrm{DM}} \mathrm{d} \ell=b_{p h}^{2} C_{\ell, \mathrm{DM}}^{\prime} $$ This way, one has : $$ O=\left(\frac{b_{s p}^{2} C_{\ell, \mathrm{DM}}^{\prime}+N_{s p, i j}^{G G}(\ell)}{b_{p h}^{2} C_{\ell, \mathrm{DM}}^{\prime}+\Delta C_{p h, i j}}\right)^{1 / 2}=\left(\frac{b_{s p}^{2}}{b_{p h}^{2}}+\frac{\sqrt{\frac{2}{(2 \ell+1) f_{\mathrm{sky}} \Delta \ell}} N_{s p, i j}^{G G}(\ell)}{C_{\ell, \mathrm{gal}, \mathrm{ph}}^{\prime}(\ell)}\right)^{1 / 2} $$ and finally for each bin #### : $$ \sigma_{o}^{2}=\left[\int_{l_{m i n}}^{l_{\max }} C_{\ell, \mathrm{gal}, \mathrm{ph}}(\ell) \mathrm{d} \ell\right]^{-1}\left[\frac{2}{(2 \ell+1) f_{\mathrm{sky}} \Delta \ell}\right]^{1 / 4}\left(N_{s p, i j}^{G G}(\ell)\right)^{1 / 2} $$ with : $$ N_{s p, i j}^{\mathrm{GG}}(\ell)=\frac{1}{\bar{n}_{s p, i}} \delta_{i j}^{\mathrm{K}} $$ with ##\bar{n}_{s p, i}## the spectroscopic density of galaxies per bin.QUESTION: How to compute the variance ##\sigma_o^2## from the last simplified expression of the ratio.The issue comes from the fact that I have a square root in my expression for the observable "0" :\begin{equation} O=\left(\frac{C_{\ell, \mathrm{gal}, \mathrm{sp}}^{\prime}}{C_{\ell, \mathrm{gal}, \mathrm{ph}}^{\prime}}\right)^{1 / 2}=\left(\frac{b_{s p}}{b_{p h}}\right) \end{equation}I have posted on [URL]https://math.stackexchange.com/questions/4087630/variance-of-a-the-root-square-of-a-quantity[/URL] but from the answer :\begin{align}\operatorname{Var}X&=\Bbb E(X^2)-(\Bbb EX)^2\\&=\Bbb E(b_1^2/b_2^2+N/f)-\left(\Bbb E\sqrt{b_1^2/b_2^2+N/f}\right)^2\\&=b_1^2/b_2^2+\Bbb E(N/f)-\left(\Bbb E\sqrt{b_1^2/b_2^2+N/f}\right)^2.\end{align} I have to compute expectation and I don't know how to compute these expectations (relatively to which quantity ? on ##\ell## multipole ? on Observable Covariance ##C_{ij}^{AB}## ?It is confused in my head, if someone could help me or gives suggestions, this would be fine. [/QUOTE]
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