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/ =================================================================