Код
> quantile(replicate(100000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50))), probs=c(0.025,0.5,0.975))
2.5% 50% 97.5%
-279.7164 -199.9725 -120.1604
> quantile(replicate(100000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50))), probs=c(0.025,0.5,0.975))
2.5% 50% 97.5%
-279.9967 -200.1365 -120.2151
> quantile(replicate(100000, mean(rnorm(2, mean = 400, sd = 50)) - mean(rnorm(2, mean = 400+200, sd = 50))), probs=c(0.025,0.5,0.975))
2.5% 50% 97.5%
-297.6608 -199.9111 -102.1518
> quantile(replicate(100000, mean(rnorm(2, mean = 400, sd = 50)) - mean(rnorm(2, mean = 400+200, sd = 50))), probs=c(0.025,0.5,0.975))
2.5% 50% 97.5%
-298.6200 -200.1311 -101.9544
Код
> table(replicate(1000000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50)))>0 )
FALSE
1000000
> table(replicate(1000000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50)))>0 )
FALSE
1000000
> table(replicate(1000000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50)))>0 )
FALSE TRUE
999999 1
> table(replicate(1000000, mean(rnorm(2, mean = 400, sd = 50)) - mean(rnorm(2, mean = 400+200, sd = 50)))>0 )
FALSE TRUE
999975 25
> table(replicate(1000000, mean(rnorm(2, mean = 400, sd = 50)) - mean(rnorm(2, mean = 400+200, sd = 50)))>0 )
FALSE TRUE
999961 39
> table(replicate(1000000, mean(rnorm(2, mean = 400, sd = 50)) - mean(rnorm(2, mean = 400+200, sd = 50)))>0 )
FALSE TRUE
999981 19
> table(replicate(10000000, mean(rnorm(3, mean = 400, sd = 50)) - mean(rnorm(3, mean = 400+200, sd = 50)))>0 )
FALSE TRUE
9999994 6
четыре сигмы, это четыре сигмы (лучше только пять

)