tom wright <[EMAIL PROTECTED]> 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 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
