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Overlap Coefficients Based on Kullback-Leibler of Two Normal Densities: Equal Means Case

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  • Hamza Dhaker
  • Papa Ngom
  • Boubakari Ibrahimouf
  • Malick Mbodj

Abstract

Overlap coefficient (OVL) represents the proportion of overlap between two probability distributions, as a measure of the similarity between them. In this paper, we define a new overlap coefficient Λ based on Kullback-Leibler divergence and compare its performance to three known overlap coefficients, namely Matusia's Measure, Morisita's Measure, Weitzman's Measure. We study their properties, relations between them, and give approximate expressions for the biases and the variances.

Suggested Citation

  • Hamza Dhaker & Papa Ngom & Boubakari Ibrahimouf & Malick Mbodj, 2019. "Overlap Coefficients Based on Kullback-Leibler of Two Normal Densities: Equal Means Case," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(2), pages 114-124, April.
    • Handle: RePEc:ibn:jmrjnl:v:11:y:2019:i:2:p:114
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    References listed on IDEAS

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    1. Mulekar, Madhuri S. & Mishra, Satya N., 2000. "Confidence interval estimation of overlap: equal means case," Computational Statistics & Data Analysis, Elsevier, vol. 34(2), pages 121-137, August.
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    Cited by:

    1. Eidous, Omar M. & Ananbeh, Enas A., 2024. "Kernel method for estimating overlapping coefficient using numerical integration methods," Applied Mathematics and Computation, Elsevier, vol. 462(C).

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    More about this item

    Keywords

    Kullback-Leibler; overlap coefficients; normal density;
    All these keywords.

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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