Check out the KL divergence test http://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence <http://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence>
@tommychheng Programmer and UC Irvine Graduate Student Find a great grad school based on research interests: http://gradschoolnow.com On 6/23/10 12:33 PM, Ralf B wrote: > I am trying to do something in R and would appreciate a push into the > right direction. I hope some of you experts can help. > > I have two distributions obtrained from 10000 datapoints each (about > 10000 datapoints each, non-normal with multi-model shape (when > eye-balling densities) but other then that I know little about its > distribution). When plotting the two distributions together I can see > that the two densities are alike with a certain distance to each other > (e.g. 50 units on the X axis). I tried to plot a simplified picture of > the density plot below: > > > > > | > | * > | * * > | * + * > | * + + * > | * + * + + * > | * +* + * + + * > | * + * + +* > | * + +* > | * + +* > | * + + * > | * + + * > |___________________________________________________________________ > > > What I would like to do is to formally test their similarity or > otherwise measure it more reliably than just showing and discussing a > plot. Is there a general approach other then using a Mann-Whitney test > which is very strict and seems to assume a perfect match. Is there a > test that takes in a certain 'band' (e.g. 50,100, 150 units on X) or > are there any other similarity measures that could give me a statistic > about how close these two distributions are to each other ? All I can > say from eye-balling is that they seem to follow each other and it > appears that one distribution is shifted by a amount from the other. > Any ideas? > > Ralf > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
