Probability that A is smaller than B?

  • Context: Undergrad 
  • Thread starter Thread starter wavingerwin
  • Start date Start date
  • Tags Tags
    Probability
Click For Summary

Discussion Overview

The discussion centers around determining the probability that one data set, A, is smaller than another data set, B, without assuming any specific distribution for the data sets. Participants explore statistical methods and concepts related to this probability, including non-parametric tests and the implications of independent identically distributed (iid) variables.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Some participants propose using ANOVA to assess if the averages of A and B are statistically different.
  • There is a question about whether the probability refers to the averages of A and B or the individual data points.
  • One participant suggests that if A and B are iid random variables, then the average of A is smaller than or equal to the average of B at least 50% of the time.
  • Another participant mentions the possibility of using non-parametric analysis, such as the Wilcoxon test, to address the problem without distribution assumptions.
  • Concerns are raised about the applicability of the Wilcoxon signed rank test, specifically regarding its requirement for samples from a single population.

Areas of Agreement / Disagreement

Participants express differing views on the applicability of statistical tests and the assumptions required for those tests. There is no consensus on a definitive method to determine the probability that A is smaller than B without additional assumptions.

Contextual Notes

Limitations include the lack of assumptions about the distributions of A and B, which affects the choice of statistical methods. The discussion also highlights the need for clarity on whether the focus is on averages or individual data points.

wavingerwin
Messages
93
Reaction score
0
Given two data sets A and B, we can, say, conduct ANOVA to see if the average is statistically different.

Is there a way to determine what is the probability that A is smaller than B?

Let's say that we can NOT assume anything about A and B e.g. if they follow a normal distribution.
 
Physics news on Phys.org
wavingerwin said:
Given two data sets A and B, we can, say, conduct ANOVA to see if the average is statistically different.

Is there a way to determine what is the probability that A is smaller than B?

Let's say that we can NOT assume anything about A and B e.g. if they follow a normal distribution.

? Do you mean the probability that the average of A is smaller than the average of B? If we know nothing at all, then we can conclude nothing at all.
 
Hornbein said:
? Do you mean the probability that the average of A is smaller than the average of B? If we know nothing at all, then we can conclude nothing at all.

Yes, something to that effect. Is it possible to say "A is smaller than B X% of the time" ?
 
wavingerwin said:
Yes, something to that effect. Is it possible to say "A is smaller than B X% of the time" ?
If we know that A and B are iid (independent identically distributed) random variables then we can say that avg of A is smaller or equal to avg of B at least 50% of the time.

Proof: Since they are iid, P[ avg(A)<= avg(B) ] = P[avg(B) <= avg(A)].

P[ avg(A)<= avg(B) ] + P[avg(B) <= avg(A)] >=1

P[ avg(A)<= avg(B) ] + P[ avg(A)<= avg(B) ] >=1

2P[ avg(A)<= avg(B) ] >=1

P[ avg(A)<= avg(B) ] >=1/2
 
wavingerwin said:
Let's say that we can NOT assume anything about A and B e.g. if they follow a normal distribution.
You can do non-parametric analysis, such as the Wilcox test.
 
I think Wilcoxon signed rank requires the samples be from a single population. Does that fit what we are looking at here?
 
jim mcnamara said:
I think Wilcoxon signed rank requires the samples be from a single population. Does that fit what we are looking at here?
I linked to wrong test. Here's the two sample version.
 
  • Like
Likes   Reactions: jim mcnamara
Much better - thank you. I thought maybe I had lost my last remaining brain cell.
 

Similar threads

Replies
15
Views
2K
  • · Replies 11 ·
Replies
11
Views
4K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 20 ·
Replies
20
Views
5K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K