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: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Peter Dalgaard > Sent: Wednesday, November 30, 2005 12:26 PM > To: tom wright > Cc: [email protected] > Subject: Re: [R] OT: Statistics question > > > 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 > ______________________________________________ [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
