On Wed, 18 Feb 2004, Samuelson, Frank* wrote:
You may not want to integrate cdfs. They're already probabilities. :)
Nice analytic statistics exist for just the maximum distance between
the cdfs, for example.
And for the area between cdfs, which is perhaps better known as the
difference in
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-Original Message-
From: Thomas Lumley [mailto:[EMAIL PROTECTED]
Sent: Thursday, February 19, 2004 10:49 AM
To: Samuelson, Frank*
Cc: [EMAIL PROTECTED]
Subject: RE: [R] Area between CDFs
On Wed, 18 Feb 2004, Samuelson, Frank* wrote:
You
mf-c(male,female)
ord-order(mf);
v-c(rep(1/length(male),length(male)),rep(-1/length(female),length(female)))
;
mf-mf[ord];
v-v[ord];
sum(diff(mf)*(cumsum(v)[1:(length(v)-1)]))
You may not want to integrate cdfs. They're already probabilities. :)
Nice analytic statistics exist for just the