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Quant版 - compare the deviation of data points in two different group
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1 (共1页)
l*****0
发帖数: 179
1
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 outlier, we can use (A1-mean_A)/(standard_deviation_A) .
But, I don't think we can compare the # for A1 and B1 since they are from
different distribution, can we?
Assum
l*****0
发帖数: 179
2
it's actually trying to compare the probability of the point deviates from
its mean.
1 (共1页)
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