Statistics: detectibility of two objects, with 95% confidence

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SUMMARY

The discussion centers on determining the necessary difference between the means of two normal distributions to achieve a 95% confidence level in distinguishing between them. The user initially calculated this difference as 3.92σ, based on a misunderstanding of the two-tailed test. However, the correct calculation shows that the difference must be at least 2.77σ when considering the combined standard deviation of the two distributions. This conclusion is derived from the properties of the normal distribution and the application of hypothesis testing.

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Homework Statement



Apologies if this is not meant to go into homework area; this is not a homework or coursework question, but more to convince myself that what I am reading is correct

I have attached the diagram I am pondering over... How can I prove that if I want to differentiate between two objects at the 95% level then the difference between the mean of the two distributoins must be 3.29σ (*assume the standard deviation is the same for both distribution*)

I.e. i want to prove the distance in the attached image is 3.29σ

Homework Equations





The Attempt at a Solution



95% (two tailed distribution is normally +/-1.96*σ). Therefore I naively thought that the distance would be two times this ie 3.92σ. This has the same numbers but in the wrong order! I am sure I am missing something obvious but as I am not clued up in my statistics I am finding it difficult to see what is wrong with my approach. Can anyone shed some light?!

thanks
 

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lavster said:

Homework Statement



Apologies if this is not meant to go into homework area; this is not a homework or coursework question, but more to convince myself that what I am reading is correct

I have attached the diagram I am pondering over... How can I prove that if I want to differentiate between two objects at the 95% level then the difference between the mean of the two distributoins must be 3.29σ (*assume the standard deviation is the same for both distribution*)

I.e. i want to prove the distance in the attached image is 3.29σ

Homework Equations





The Attempt at a Solution



95% (two tailed distribution is normally +/-1.96*σ). Therefore I naively thought that the distance would be two times this ie 3.92σ. This has the same numbers but in the wrong order! I am sure I am missing something obvious but as I am not clued up in my statistics I am finding it difficult to see what is wrong with my approach. Can anyone shed some light?!

thanks

If ##X\sim n(\mu_1,\sigma^2)## and ##Y\sim n(\mu_2,\sigma^2)## then ##W = X-Y \sim n(\mu_1-\mu_2,2\sigma^2)##. If your hypothesis is that the means are different you want to reject ##H_0:\mu_1=\mu_2## with a two tailed test at 95% confidence you need$$
|Z| =\left|\frac{W-0}{\sqrt 2\sigma} \right| > 1.96$$ That gives ##|W|>1.96\sqrt 2\sigma
=2.77\sigma##. Perhaps I misunderstand the question.
 

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