seems, as you have said, depends what you want to do with it if there is considerable overlap, then whatever distance you use will have some of both distributions included ... if there is essentially no overlap ... then any pair of values ... one from each ...will reflect a real difference
of course, if there is a small difference in means but very large sds ... that is one thing wheres ... if there were the same small differences in means but, minuscule sds ... that would be another thing the simple thing would be to use the mean difference but, that really does not reflect if there is any overlap between the two and, that seems to be part of the issue At 07:28 PM 2/6/02 +0000, Francis Dermot Sweeney wrote: >If I have two normal distributions N(m1, s1) and N(m2, s2), what is a >good measure of the distance between them? I was thinking of something >like a K-S distance like max|phi1-phi2|. I know it probably depende on >what I want it for, or what exactly I mean by distance, but any ideas >would be helpful. > >Thanks, >Francis. > >-- >________________________________________ >Francis Sweeney >Dept. of Aero/Astro >Stanford U. > > >================================================================= >Instructions for joining and leaving this list, remarks about the >problem of INAPPROPRIATE MESSAGES, and archives are available at > http://jse.stat.ncsu.edu/ >================================================================= Dennis Roberts, 208 Cedar Bldg., University Park PA 16802 <Emailto: [EMAIL PROTECTED]> WWW: http://roberts.ed.psu.edu/users/droberts/drober~1.htm AC 8148632401 ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
