956 views

### Overlap between two normal pdfs [duplicate]

I have two normally distributed random variables (estimated from two different sets of samples), and I'd like to know how "similar" those variables are (in order to compare the sets). I had the idea ...
544 views

### How to compute the normalized overlap area between two curves [duplicate]

I am trying to calculate the overlap area (normalized by the total area) of two plots. The plots are from X Y datasets. I saw a lot of questions about getting the overlap area but from normal ...
19k views

### How to test hypothesis of no group differences?

Imagine you have a study with two groups (e.g., males and females) looking at a numeric dependent variable (e.g., intelligence test scores) and you have the hypothesis that there are no group ...
9k views

### How to calculate overlap between empirical probability densities?

I'm looking for a method to calculate the area of overlap between two kernel density estimates in R, as a measure of similarity between two samples. To clarify, in the following example, I would need ...
15k views

### Calculate probability (area) under the overlapping area of two normal distributions

I have two normal distributions defined by their averages and standard deviations. Sample 1: Mean=5.28; SD=0.91 Sample 2: Mean=8.45; SD=1.36 You can see how they look like in the next image: How ...
2k views

### Probability of collision (two bivariate normal distributions)

I am trying to solve this problem on and off for the past couple of months but to no success. This was supposed to be a very small part of my PhD thesis in navigation but I guess I underestimated the ...
5k views

### Get overlap between two normally distributed variables

I have three variables ($X_G$,$X_B$, and $X_R$), each of which is normally distributed. Is there a way to show the overlap between each of the pairs using the mean and the standard deviation? An ...
1k views

### coefficient of overlapping (OVL) for two distributions

I would like to calculate the overlap between two distributions for which I have samples but not the PDF. If I had the PDF of my two variables f and g, then the OVL would be $∫min(f(x),g(x))dx$. ...
568 views

### How to characterize the distribution of the intersection of 2 bivariate normals

I have two 2-dimensional Gaussian distributions:  D_1 := \mu_1=\pmatrix{x \cr y}, \quad \Sigma = \pmatrix{{\rm var}(x) &{\rm cov}(xy) \cr {\rm cov}(yx) &{\rm var}(y)} \\ D_2 := \mu_2=\...
289 views

### How do I calculate the Jaccard distance for normal distributions?

I'm trying to replicate the results in this paper. I'm stuck at this part: specifically, calculate Jaccard intersection of pdata1 & pdata2 Is there some neat ...