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Let x(t), a series of 1000 data points, first 500 points: mean=2, sd=1. What is the probability of finding mean > 0, for the last 500 points?

  • Assume that x is approximatly normal. Assume that points close in time are dependent, for most points: x(t) is similar to x(t+1)

  • Answer:

    If mean and standard deviation can vary over time, there is not enough info to answer the question.

Jens Adler Nielsen at Quora Visit the source

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