Xi'an's Og

A simple X-validated question on approximating P(X<Y) from two independent samples of X and Y. Which can be solved by a Monte Carlo approximation to

using all pairs of X’s and Y’s if the samples are not too large and a subsample of this set otherwise. However, I am (still) wondering if there is a more efficient way of using both samples, for instance by comparing the empirical cdfs of through using a Mann-Whitney statistic… (ChatGPT version 3.5 first returned a nonsense solution mentioning approximating the above probability when both distributions are equal [!], before acknowledging its error.)

This entry was posted on July 17, 2023 at 12:23 am and is filed under Books, Kids, Statistics with tags ChatGPT, empirical cdf, Mann-Whitney statistic, Monte Carlo approximations, simulation. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.