What is the probability that one folded normal distribution is bigger than another?
In other words, if $Z_1=\mathcal{N}(\mu_1,\sigma_1)$ and $Z_2=\mathcal{N}(\mu_2,\sigma_2)$, what is $\mathcal{P}(|Z_1|>|Z_2|)$?
What is the probability that one folded normal distribution is bigger than another?
In other words, if $Z_1=\mathcal{N}(\mu_1,\sigma_1)$ and $Z_2=\mathcal{N}(\mu_2,\sigma_2)$, what is $\mathcal{P}(|Z_1|>|Z_2|)$?
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