I have two normally distributed samples. I want to know how close or similar it is. I tried few methods to find the similarity, like z-score and bhattacharyya distance.
Bhattacharyya distance didn't work for me. It gives the same distance if the standard deviation of two samples is same. It doesn't change with change in mean.
I want to know whether any method is available that take the samples or its mean and standard deviation to find the similarity or similarity rank something like this.
I am not from mathematics background, so please ignore the terminology mistakes and let me know if any clarification is required.