From: bogdan romocea <br44114_at_gmail.com>

Date: Thu 01 Dec 2005 - 08:40:15 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Dec 01 08:47:59 2005

Date: Thu 01 Dec 2005 - 08:40:15 EST

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@stat.math.ethz.ch
**> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Peter Dalgaard
**> Sent: Wednesday, November 30, 2005 12:26 PM
**> To: tom wright
**> Cc: r-help@stat.math.ethz.ch
**> Subject: Re: [R] OT: Statistics question
**>
**>
**> tom wright <tom@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 ุster Farimagsgade 5, Entr.B
**> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
**> (*) \(*) -- University of Copenhagen Denmark Ph:
**> (+45) 35327918
**> ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX:
**> (+45) 35327907
**>
**> ______________________________________________
**> R-help@stat.math.ethz.ch mailing list
**> https://stat.ethz.ch/mailman/listinfo/r-help
**> PLEASE do read the posting guide!
**> http://www.R-project.org/posting-guide.html
**>
*

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Dec 01 08:47:59 2005

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