Results 1 to 3 of 3

Math Help - Difference between two normal distributions

  1. #1
    Member
    Joined
    Oct 2009
    Posts
    196
    Thanks
    1

    Difference between two normal distributions

    I have two normal distributions, with different means but the same variance. How can I find the probability for that the difference between a sample taken from each distribution is above x? Not sure how to approach this. Would appreciate any help.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by gralla55 View Post
    I have two normal distributions, with different means but the same variance. How can I find the probability for that the difference between a sample taken from each distribution is above x? Not sure how to approach this. Would appreciate any help.
    Read this: Normal Difference Distribution -- from Wolfram MathWorld
    Follow Math Help Forum on Facebook and Google+

  3. #3
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
     P(\bar X-\bar Y>a)=P\left( {(\bar X-\bar Y)-(\mu_X-\mu_Y)\over \sqrt{ {\sigma^2\over n} + {\sigma^2\over m}}}>{a-(\mu_X-\mu_Y)\over \sqrt{ {\sigma^2\over n} + {\sigma^2\over m}}}\right)

    =P\left( Z>{a-(\mu_X-\mu_Y)\over \sqrt{ {\sigma^2\over n} + {\sigma^2\over m}}}\right)
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Normal Distributions
    Posted in the Algebra Forum
    Replies: 1
    Last Post: May 27th 2011, 12:35 PM
  2. normal distributions
    Posted in the Statistics Forum
    Replies: 1
    Last Post: October 18th 2010, 06:54 AM
  3. Normal distributions
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 24th 2009, 01:39 PM
  4. Normal Distributions
    Posted in the Advanced Statistics Forum
    Replies: 18
    Last Post: February 6th 2009, 10:36 AM
  5. How to put two normal distributions together
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: January 17th 2009, 02:33 PM

Search Tags


/mathhelpforum @mathhelpforum