Hi All,
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.
P.S I am thinking of doing this in Riemann integral way by converting distribution to histogram, although I am not sure.
[SUM( P(x1<x0) * P(x2> x0+delta) )] / [# of bins ] ; for all x0 where x0 is a representing value for each bar.
Many thanks in advance,
Tim![]()
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.
P.S I am thinking of doing this in Riemann integral way by converting distribution to histogram, although I am not sure.
[SUM( P(x1<x0) * P(x2> x0+delta) )] / [# of bins ] ; for all x0 where x0 is a representing value for each bar.
Many thanks in advance,
Tim