8

In this question, @whuber writes in his reply that

If you were willing to assume something about that common distribution (such as it is some Normal distribution--but without knowing or assuming anything about its parameters) then tests exist--even when only a single pair (x,y) is observed (which most people find counterintuitive). Without some kind of assumption, though, your task is hopeless, because you have no information about how much of a difference can be considered "negligible."

I would be interested how such test is carried out (let's assume a normal distribution).

mxa
  • 81
  • 1
    See this post: http://stats.stackexchange.com/questions/44892/confidence-interval-for-variance-given-one-observation (and links therein) – kjetil b halvorsen Sep 29 '15 at 13:30
  • 1
    Also see http://stats.stackexchange.com/a/1836 and its comments (which include useful links). – whuber Sep 29 '15 at 14:31

0 Answers0