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Overlapping area between distributions

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  • #44690

    Whitehurst
    Participant

    I would like to calculate the area of overlap between two normal distributions, in order to determine the probability of a value falling within both populations.  Is there a fairly straightforward way of doing this?

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    #144179

    HUGH
    Participant

    This should just be a simple additive principle of probabilities. If we call the first distribution A and the second B. Then the probability that a value falls in both A and B is:  Pr(A) + Pr(B) – Pr(A)*P(B).

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