Comparison of graphs for estimating core density

Question

I'm actually new to R and statistics .. Can something like this be done in R

Determination of density estimates of two samples (2 vectors) .. ?? I did this with R and got 2 density curves for 2 samples using a kernel density estimate.

In any case, quantitatively compare how similar / dissimilar the density estimates of the two samples are ...?

I am trying to figure out which instances of data data have a similar distribution with a specific distribution.

I use R Language ... Can someone please help .. ??

Answer 1

You can use the Kolmogorov-Smirnov test ( ks.test ) to compare two distributions. The Cramer von Mises test is another. There is this PDF Fitting Distributions with R , in which they also list other available tests (although the nortest package, which it uses only tests for normality).

Answer 2

Apprentice Queue is right about using the Kolmogorov-Smirnov test, but I wanted to add a warning: do not use it yourself. You should also visually compare distributions with two kernel density graphs or histograms or with qqplot. The human brain is very good at playing with a difference.

Answer 3

You can try to calculate the distance from the Earth