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Simplify overlap() formula for case where variances are equal (GH-12323)
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1 changed files with 1 additions and 1 deletions
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@ -773,7 +773,7 @@ class NormalDist:
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dv = Y_var - X_var
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dv = Y_var - X_var
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dm = fabs(Y.mu - X.mu)
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dm = fabs(Y.mu - X.mu)
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if not dv:
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if not dv:
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return 2.0 * NormalDist(dm, 2.0 * X.sigma).cdf(0)
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return 1.0 - erf(dm / (2.0 * X.sigma * sqrt(2.0)))
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a = X.mu * Y_var - Y.mu * X_var
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a = X.mu * Y_var - Y.mu * X_var
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b = X.sigma * Y.sigma * sqrt(dm**2.0 + dv * log(Y_var / X_var))
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b = X.sigma * Y.sigma * sqrt(dm**2.0 + dv * log(Y_var / X_var))
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x1 = (a + b) / dv
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x1 = (a + b) / dv
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