I have two binomial distributions A and B, and a number v. v must belong to either A or B. I would like to calculate the percentage chance v belongs to distribution B.
My initial, rather naive, approach is to look at the relative curve values at that point:
mean = series_a.mean()
std = series_a.std()
a_percent_likelyhood = st.norm.pdf(number, mean, std)
mean = series_b.mean()
std = series_b.std()
b_percent_likelyhood = st.norm.pdf(number, mean, std)
chance_of_b = b_percent_likelyhood / (b_percent_likelyhood + a_percent_likelyhood)
But as v gets further away from the two distributions, that result tends to a 50% likelyhood of belonging to B, whereas my feeling is that it should tend to 100% on the "side" of B's mean, and tend to 0% on the side of A's mean.
Is this approach indeed flawed, and if so what would be a good alternate solution?
a_percent_likelyhood
is some likelihood function (but so its dependence on numberv
is unclear,v
does not occur in your formulas ...) $\endgroup$