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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

2 votes
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3k views

Comparing normally distributed variables

Given two normally distributed variables x_1, x_2, is there a non-simulation method of calculating the probability that x_1 > x_2? Generalizing a bit, what is the probability that given a list of nor …