- Thread starter AJ Laura
- Start date
- Tags curve normal probability statistics

\( \Pr\{X < Y\} = \Pr\{X - Y < 0\} \)

as \( X - Y \) just follows another normal distribution.

If you are talking about uniformly sample a number from each of two sets, then it is a different story.

Otherwise, if not, I will let you follow the grand wisdom of BGM.

If he wants to compare the mean/median of the two population, then it is hypothesis testing;

If he wants to calculate the probability based on a theoretical model, he will follow my approach;

If he wants to have an estimation of the probability that which of the next observation is larger, based on the current observation of two set of data, then it also require to estimate the parameter first.