Probability and Statistics Basic Probability and Statistics Math Forum

 June 14th, 2014, 07:26 PM #1 Newbie   Joined: Jun 2012 Posts: 10 Thanks: 0 Which Gaussian? Hi all, Suppose I had two probability distributions, P1 and P2, which are both normal, have the same standard deviation (say, 1), but different means (m1 and m2). Now, suppose a sample of size N is drawn from either P1 or P2, and we would like to know which. My question is: "What is the probability that the sample was drawn from P2, given that the sample mean is m2?" What I'm not asking is if it's more likely to have been drawn from P2 than from P1---of course it probably is. Instead, think of it this way. If I took many, many sample sets (each of size N) from P1, you'd expect their sample means to follow the standard error of the mean. Eventually, you might just get a sample whose mean equals m2. I want to know if there's any statistic that can distinguish between a sample of size N drawn from P1 whose mean happens to equal m2 and a sample of size N drawn from P2 whose mean equals m2. Any help is appreciated! June 15th, 2014, 03:06 PM #2 Global Moderator   Joined: May 2007 Posts: 6,764 Thanks: 697 Essentially it wll depend on how close the means are in comparison to the standard deviation. Tags gaussian Thread Tools Show Printable Version Email this Page Display Modes Linear Mode Switch to Hybrid Mode Switch to Threaded Mode Similar Threads Thread Thread Starter Forum Replies Last Post mathbalarka Calculus 7 September 4th, 2012 10:15 AM ewuc Algebra 2 September 17th, 2011 12:59 PM Hagi Abstract Algebra 2 February 27th, 2011 12:03 AM The Chaz Abstract Algebra 6 February 3rd, 2011 10:24 PM tomgrayson Advanced Statistics 1 January 25th, 2010 01:19 PM

 Contact - Home - Forums - Cryptocurrency Forum - Top      