[R] OT: Statistics question

[Peter Dalgaard]

tom wright <tom at maladmin.com> writes:

> I apologise for asking this question here but I am hoping that someone
> can either give me direct guidance and/or point me to a better group for
> this type of disucssion.
> 
> I have what I feel should be a fairly simple problem but which my
> limited stats knowledge can't answer. I have two overlapping
> distributions (both normal) and I want to answer the question how do I
> calculate the cut-off value so I can be 95% sure that samples => than
> the cut off fall in the right hand distribution?
> 
> A while ago I did a bayesian statistics course that I think answered
> this very question but in the absence of any course notes or recent
> practice Ihave forgotten how to go about this.

The ratio of the tail probabilities should be bigger than 19
(.95/.05), *if* there is a 50/50 chance of belonging to either group.
Otherwise, you have to weight the tails according to the group
probability. Beware that this ratio is not necessarily a monotone
function of the cutoff if the variances differ.

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907