[R] Comparing distributions

[Robert A LaBudde]

Your "*" curve apparently dominates your "+" curve.

If they have the same total number of data each, as you say, they 
both cannot sum to the same value (e.g., N = 10000 or 1.000).

So there is something going on that you aren't mentioning.

Try comparing CDFs instead of pdfs.

At 03:33 PM 6/23/2010, 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 at 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.

================================================================
Robert A. LaBudde, PhD, PAS, Dpl. ACAFS  e-mail: ral at lcfltd.com
Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
824 Timberlake Drive                     Tel: 757-467-0954
Virginia Beach, VA 23464-3239            Fax: 757-467-2947

"Vere scire est per causas scire"