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.
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