On Sat, Sep 25, 2010 at 3:16 PM, Dennis Murphy <djmuser@gmail.com> wrote:

> Hi:
>
> On Sat, Sep 25, 2010 at 3:47 AM, Lorenzo Isella <lorenzo.isella@gmail.com
> >wrote:
>
> > Dear All,
> > Suppose you are given two distributions (or better: two equally-sized
> lists
> > of data); how can you evaluate the difference between them?
>

Evaluate, for me, does not necessary mean "test if they are significantly
different", but rather to quantify the difference. If that is what you are
looking for, you could look at the "Earth Movers Distance", where a package
is available at R-forge (https://r-forge.r-project.org/projects/earthmovdist/)
which I co-wrote and used before.

Cheers,

Rainer


> I need something like an overlap measure of the two (let us say 0 == no
> > overlap and 1== complete overlap). I should add that there is a 1-1
> > correspondence of the data in the two distributions (they are ordered
> lists
> > and e.g. the third element in the first distribution "matches" the third
> > element in the second distribution).
> >
>
> To visualize the two distributions, you could do an empirical Q-Q plot
> (qqplot(x, y)); if the distributions are identical, they should lie on a 45
> degree line - location shifts are indicated by level shifts (parallel
> lines)
> to the 45 degree line, differences in scale by slope differences away from
> 1.
>
> There are many types of tests to test equality of distribution, the
> simplest
> one being the two-sample Kolmogorov-Smirnov test. It is sensitive to
> changes
> in both location and scale of the two edf's (empirical distribution
> functions). An alternative
> is the two-sample Cramer-von Mises test. I have no doubt there are
> others...
>
>
> HTH,
> Dennis
>
> The two distributions are not analytical (I mean they do not belong to any
> > well known family).
> > I wonder if mutual information could be what I am looking for.
> > Cheers
> >
> > Lorenzo
> >
> > ______________________________________________
> > 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.
> >
>
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>
> ______________________________________________
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



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