[R] OT: Statistics question

[bogdan romocea]

What if the distributions are not normal etc? You might want to try a
simulation to get an answer. Draw random samples from each
distribution (without assuming normality etc - one way to do this is
to get the quantiles, then draw a sample of quantiles, then draw a
value from each quantile), throw them into a grid and get the % of
As/Bs in each bin. After several iterations it should become
reasonably clear where the 95% B bins start.


> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Peter Dalgaard
> Sent: Wednesday, November 30, 2005 12:26 PM
> To: tom wright
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] OT: Statistics question
>
>
> 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
>
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