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Sep 23, 2016 10:25 AM
(1280 views)

I am trying to find the area under the common portion of two different normal distribution curve. How can I do that using JMP? Any simple way to do so?

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Sep 23, 2016 3:38 PM
(1227 views)

In JMP 12 there is an quite efficient Integrate() function that can be used for calculating the area confined by the minimum of the two curves.

The example below is not very useful (you'd probably want to get the parameters from the distribution platform) but may give you some ideas...

Names Default To Here**(****1****)**;

// Define curves and calculate overlap area

N1 = Expr**(**Normal Density**(**x, **1**, **2****))**;

N2 = Expr**(**Normal Density**(**x, **0**, **1****))**;

ovl = Integrate**(**Min**(**N1, N2**)**, x, **.**, **.****)**;

Show**(**ovl**)**;

//––––––––––

// Illustration

ym = xm = **(**-**500** :: **500****)** / **100**;

For**(**i = **1**, i <= N Col**(**xm**)**, i++,

ym**[**i**]** = Min**(**Normal Density**(**xm**[**i**]**, **1**, **2****)**, Normal Density**(**xm**[**i**]**, **0**, **1****))**

**)**;

New Window**(**"Overlap Coefficient",

y = Graph Box**(**

Y Scale**(****0**, **1****)**,

X Scale**(**-**5**, **5****)**,

Y Function**(**N1, x**)**;

Y Function**(**N2, x**)**;

Text**({****0**, **0.6****}**, "OVL = ", ovl**)**;

Fill Color**(****1****)**;

Polygon**(**xm, ym**)**;

**)**

**)**;