Is there any optimality or other reason for the choice of the two below
distances?
There are surely many other possibilities (e.g. Mallow's distance), which,
however,
might not be as appropriate, but at the moment I do not see any reasoning.
Could you please comment/advise on this?
TIA
Robert
In article a3s054$h8d$[EMAIL PROTECTED],
Francis Dermot Sweeney [EMAIL PROTECTED] 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
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
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
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
