Tarjei Knapstad <[EMAIL PROTECTED]> wrote:
>I have a random variable X normally distributed with known mean and
>standard deviation, say, X~N(2, 0.5). If I make two samples from this
>distribution, how do I find the probability of the absolute difference
>between these samples being larger than a given number, say 1? (I think
>the textbook example involved retrieving two cabbages from a field and
>weighing them, X being the weight)
Use the fact that the distribution of X-Y will be N(0, 0.707),
because m(X-Y) = mu(X) - mu(Y) and var(X-Y) = var(X) + var(Y).
The probability that |X-Y| < 1 will then be P(X-Y < 1) - P(X-Y < -1) .
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