Hi, I just findout that the KL Divengence depends on the variances of the distrubutions too and I'm trying to figureout how to do this. please help me.
let's say X ~n(0,1) and Y~n(2*a, sigma^2). Is there any way I can calculate the "sigma" and "a" corresponding to an overlapping area of 0.35. Thank you, Lavan Lavan wrote: > > Hi, > > I like to generate two normal densities such that the overlapping area > between them is 0.35. Is there any code/package available in R to do > that?? > > Regards, > > Lavan > -- View this message in context: http://www.nabble.com/densities-with-overlapping-area-of-0.35-tp19384741p19404352.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
