Sorry, forgot to send this to the list originally.
-Original Message-
From: Mike Waters [mailto:[EMAIL PROTECTED]
Sent: 06 May 2005 18:40
To: 'Campbell'
Subject: RE: [R] distance between distributions
-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PRO
I may have missed the point here but isn't this an obvious case for
using the bootstrap. A paper by Mallows, the exact reference escapes
me, establishes the conditions under which asymtotics of the marginal
distribution imply a well behaved limit. Perhaps a better discussion of
the issues can be
Hi,
This is more of a general stat question. I am looking for a easily
computable measure of a distance between two empirical distributions.
Say I have two samples x and y drawn from X and Y. I want to compute a
statistics rho(x,y) which is zero if X = Y and grows as X and Y become
less similar.
