Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: Conditional probability
Replies: 1   Last Post: Feb 22, 2013 4:54 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View  
Tom Lane

Posts: 854
Registered: 12/7/04
Re: Conditional probability
Posted: Feb 22, 2013 4:54 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

> I am having some problems in calculating conditional probability. To
> explain my case, I have a normally distributed sample (say, mu = 5.0, std
> = 2.0) and I would like to calculate the integrated probability of picking
> two samples (x1,x2) with a difference larger than 2 (delta).
> Does anyone know how to code this? Any suggestions on related MATLAB
> functions or mathematical models would be appreciated.


Before you think about coding, you should be able to work out
(theoretically) the distribution of the difference. You seem to say you have
two values taken from a normal distribution with the same mean and standard
deviation. The formula for the distribution of their difference is pretty
simple. It will depend on the covariance (or correlation) between them, and
if you assume they are independent then the distribution is even simpler.

Then you could use normcdf in MATLAB to get the value you need.

-- Tom




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.