2 ms·
A note: The original post is correct in what it says. It is saying if one draws N independent samples from an exp(1) distribution then the minimum is distribute
by radioactivist 11y ago
A note: The original post is correct in what it says. It is saying if one draws N independent samples from an exp(1) distribution then the minimum is distributed as exp(N). This is true. Because of this, for any finite sample there is a systematic 'bias' by your metric if the sample size differs between the two groups. However, you are correct in that this difference vanishes as N becomes large and further that one can make controlled statements about the expected size of this difference, given the distribution.
- yummyfajitas 11y agoOops - I did misread what he wrote. He was discussing the distribution of the min of the sample, not the distribution itself. Also, there may be a bias in the true p-value, but there is none in the p-value bound based on h(d) and min(N1, N2).