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- set.seed(412) # for reproducibility
- m = 10^6
- t = rnorm(m, 30, sqrt(10))
- s = rnorm(m, 20, sqrt(5))
- d = t - s
- mean(d); var(d)
- [1] 9.99688 # aprx E(D) = 10
- [1] 15.00828 # aprx Var(D) = 15
- mean(d > 0); mean(t > s)
- [1] 0.995112 # aprx P(D > 0) = ??
- [1] 0.995112 # another method for same
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