Intersection of two normal distributions
Intersection of two normal distributions
(OP)
Hi all,
I am trying to find formulae for calculating the overlap between two normally distributed populations.
There are some online calculators specifically for this but they do not have the resolutinion i require.
So for M1,σ1 and M2,σ2, (where M is Mean and σ is StDev) what formula will give me the probability of samples from these populations overlapping.
Im trying to find the % interferance fit between an OD and ID
I have been using JMP so far as a stop gap but i know this is not entirely accurate, the method below is what im using
by finding the % of Group 2 below the point M1+3(σ1) and vise versa, then multiplying the two %
M+3(σ) still leaves 0.15% of the population unacounted for and i want a more accurate result.
Your comments on a better fast method aswell as the formuala are welcome and appraciated
Thanks
I am trying to find formulae for calculating the overlap between two normally distributed populations.
There are some online calculators specifically for this but they do not have the resolutinion i require.
So for M1,σ1 and M2,σ2, (where M is Mean and σ is StDev) what formula will give me the probability of samples from these populations overlapping.
Im trying to find the % interferance fit between an OD and ID
I have been using JMP so far as a stop gap but i know this is not entirely accurate, the method below is what im using
by finding the % of Group 2 below the point M1+3(σ1) and vise versa, then multiplying the two %
M+3(σ) still leaves 0.15% of the population unacounted for and i want a more accurate result.
Your comments on a better fast method aswell as the formuala are welcome and appraciated
Thanks
RE: Intersection of two normal distributions
TTFN
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RE: Intersection of two normal distributions
I'd be tempted to start with something like a 2 sample t-test with the data.
RE: Intersection of two normal distributions
TTFN
FAQ731-376: Eng-Tips.com Forum Policies
RE: Intersection of two normal distributions
So, does anyone have any ideas?
RE: Intersection of two normal distributions
http://mathworld.wolfram.com/Convolution.html
Cheers
Greg Locock
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RE: Intersection of two normal distributions
Much easier than running through differential equations.
The template is giving me almost identical answers to the estimations i made with JMP (identical down to 2 decimals)
It will calculate the overlap between the two points 3 sigma from the mean in each population so there is still a minute % unnacounted for.
The template is attached below if anyone would like to use it.
RE: Intersection of two normal distributions
RE: Intersection of two normal distributions
Paul