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Subject: Re: [boost] different matrix library?
From: Edward Grace (ej.grace_at_[hidden])
Date: 2009-08-18 16:12:17

On 18 Aug 2009, at 20:46, joel wrote:

> Edward Grace wrote:
>> No, it's more subtle than that. Almost all of the time there will be
>> a difference between A and B, however this difference is just 'noise'
>> around zero. In order for there to be a meaningful difference the
>> natural random variations of the differences should be significantly
>> different from zero.
> What's the difference between this and "most of the time A and B go at
> the same speed" ?
> apologize my stats ignorance :)

No problem.

You are (I think) confusing probability and probability density.

If - for the sake of argument and to keep the maths easy - you assume
that A and B are both continuous and normally distributed then so
will their difference. [In practice neither of these assumptions are
true but it doesn't change the basic point.]

This normal distribution of the differences will be normal too. This
distribution is a probability density - to obtain a probability you
must integrate it over a region (dT).

If that region has zero width then the probability will also be
zero. Therefore, the probability that you observe A and B going at
the same speed (A-B == 0) is zero.

In other words, paraphrasing your comment,

  "All of the time you will observe A and B do not go at the same
speed." [*]

That difference however can be an illusion (purely the result of


[*] Due to the assumptions above being incorrect this may not be true
- the discrete nature of the distribution can lead to differences
that are exactly zero.

"No more boom and bust." -- Dr. J. G. Brown, 1997

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