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I need to determine if two quantities, A and 𝐵, with their associated uncertainties, $u_A$ and $u_B$, are statistically different.

Both quantities have been derived from measurements. The uncertainties were calculated using uncertainty propagation. One conservative approach I know of is comparing the difference using:

$|A-B| > 1.96 \sqrt{(u_A^2 + u_B^2)}$

This provides a threshold for determining a significant difference at a 95% confidence level.

However, I’m looking for a less conservative approach that can:

  • Test the difference between the two values considering their uncertainties.
  • Provide a p-value to quantify the statistical significance.

What would be the best statistical method for this, and how would it account for the uncertainties associated with each value?

Thank you!

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