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Jul 18, 2017 at 22:34 answer added Glen_b timeline score: 2
Jul 18, 2017 at 22:02 comment added David_D @Glen_b, thanks for your hint, I think I came to the solution, because the proportions I get makes sense as compared to the chart and what I see there. No need for Erf function in this case, I just mentioned it in relation with wolfies post. Thanks to him as well.
Jul 18, 2017 at 21:50 comment added David_D Yes @gung, I am asking about the proportion of the area under one PDF is also under the other PDF.
Jul 18, 2017 at 21:37 history edited David_D
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Jul 18, 2017 at 12:26 history reopened whuber distributions
Jul 18, 2017 at 12:25 history closed whuber distributions Duplicate of Calculate probability (area) under the overlapping area of two normal distributions
Jul 18, 2017 at 12:24 comment added gung - Reinstate Monica You also need to explain what you mean by "overlap" in this context. The normal distribution goes to infinity in both directions, so in one sense, they overlap completely. Are you asking the proportion of the area under one PDF is also under the other PDF?
Jul 18, 2017 at 12:22 comment added gung - Reinstate Monica Please add the [self-study] tag & read its wiki. Then tell us what you understand thus far, what you've tried & where you're stuck. We'll provide hints to help you get unstuck.
Jul 18, 2017 at 11:38 comment added Glen_b In the case where $\sigma_1=\sigma_2$, the value of $c$ is (obviously) midway between the means $c=(\mu_1+\mu_2)/2$. The overlapping area should be given by the formula in the answer. It's not clear to me why you'd use $\text{erf}$ though, since there's a normal cdf function in Excel, which would be considerably simpler to call (going from the $1-F_1(c)+F_2(c)$ line).
Jul 18, 2017 at 10:12 history edited Sven Hohenstein CC BY-SA 3.0
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Jul 18, 2017 at 10:12 review First posts
Jul 18, 2017 at 12:24
Jul 18, 2017 at 10:08 history asked David_D CC BY-SA 3.0