[R] densities with overlapping area of 0.35

[Lavan]

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
> 

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