l*****0 发帖数: 179 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: liujx80 (xuxu), 信区: Quant
标 题: compare the deviation of data points in two different group
发信站: BBS 未名空间站 (Tue Jun 22 18:39:17 2010, 美东)
suppose I have two groups(A,B) measuring the stock price with the same unit.
and I have a data point A1 in group A and a data point B1 in group B. The
distributions of group A and B are not known and are different.
Is there any way I can compare which point deviates larger from its group
center(mean or median)?
Assume there is no out | d*******o 发帖数: 493 | | l*****0 发帖数: 179 | 3 it's actually trying to compare the probability of the point deviates from
its mean. |
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