2
votes
1answer
735 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 ...
37
votes
8answers
17k 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 ...
10
votes
3answers
8k 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 ...
5
votes
2answers
11k 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 ...
7
votes
3answers
1k 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 ...
2
votes
2answers
4k 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 ...
2
votes
0answers
565 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 $∫min(f(x),g(x))dx$. ...
1
vote
0answers
537 views

How to compute the normalized overlap area between two curves

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 ...
2
votes
0answers
528 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=\...
1
vote
0answers
180 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 ...
4
votes
0answers
119 views

Why is the Kolmogorov–Smirnov (KS) test more popular than the Overlapping Coefficient (OVL)?

The Overlapping Coefficient (OVL) measures the common area between two Probability Density Functions (see this question for more details). Intuitively, this seems like a good way to gauge the ...
0
votes
0answers
98 views

Creating datasets with samples of multivariate Gaussian distribution with overlap

I want to create a dataset which is randomly selected from two Multivariate Gaussian distributions which a certain percent of overlap - for instance 40%. I saw this questions asked many times with ...
1
vote
0answers
70 views

Estimating prevalence of an effect in a RCT study using the overlapping coefficient (and does chocolate make your acne worse?)

I'm trying to tease out prevalence of effects seen from controlled studies, e.g. what % of people would expect to see a higher acne lesion count if consuming 6 oz of cocoa / day? The average effect is ...