Find overlapping surface area of two distributions

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babi psylon 2013-11-13

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https://ww2.mathworks.cn/matlabcentral/answers/105972-find-overlapping-surface-area-of-two-distributions

评论： djr 2015-3-1

Consider two sets of observations, X and Y, being generated out a unknown distribution not matching closely to a the shape of a simple parametric distribution. How to find the area of overlap of these two distributions using Matlab? I don't want any approximations (other than numerical) as maybe these are available (like Bhattacharyya distance). I found some nice articles describing non-parametric methods for estimating the overlap (see below), but no existing matlab script to do this. It seems such a common problem for me that it's hard to believe no scripts have been written for this. If you know of any, let me know!

articles:

http://www.sciencedirect.com/science/article/pii/S0304407612001108

http://www.sciencedirect.com/science/article/pii/S0167947305000290

http://ideas.repec.org/a/eee/econom/v171y2012i1p1-23.html#author