On 29/10/2008, at 10:53 AM, Igor Telezhinsky wrote:

Dear all,

I have recently found out about the R project. Could anyone tell me if it is possible to make the comparison of two distributions using R packages? The problem is TRICKY because I have the distributions of measurements and each measurement in the given distribution has its own error, which I need to take into account when comparing these distributions. If anyone knows it is possible with R, could you please tell me what package to use. I will really
appreciate some hints in code as well.

Your message is almost completely opaque to me. What do you actually want to do? What do you mean by ``distributions''? Do you actually know those distributions (unlikely!) or do you have a sample from each of those distributions?

What do you mean by ``compare''? Do you simply want to *test* whether the distributions are indeed different (on the basis of the given --- presumably --- samples)? Or do you want to calculate/estimate some measure of the difference?
What measure?

It sounds to me like your knowledge of statistics is to say the least limited. You can't expect the R system, wonderful as it is, to make up for this lack of knowledge. Learn some statistics first, before you try to do a statistical
analysis.

        cheers,

                Rolf Turner

P. S. If just want to test for a difference between two distributions/ populations on the basis of independent samples from each of those distributions, then you can
use the function ks.test().

                R. T.

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