simont: A picture of me in 2016 (Default)
posted by [personal profile] simont at 08:28am on 06/05/2010
Given those figures, the exact answer: standard deviations of 2.92 and 2.75 translate into variances of 8.5264 and 7.5625, so that the difference between those two distributions is a normal distribution with mean 5.2 and variance 16.0889. The latter translates back into a standard deviation of 4.011. So the answer we're after is Φ(5.2 / √16.0889), which works out to 0.90258... .
simont: A picture of me in 2016 (Default)
posted by [personal profile] simont at 08:33am on 06/05/2010
Actually, given to how many digits that matched your Monte Carlo answer, I should have given a few more! 0.902581732473... .

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