[R] densities with overlapping area of 0.35

Lavan rsumithran at yahoo.com
Wed Sep 10 02:50:21 CEST 2008


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

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 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

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