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


  •  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.


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