Overlap estimation of two normally distributed systems based on Monte-Carlo simulation
Petro Kosobutskyy, Mykhaylo Lobur, Serhiy Shcherbovskykh, Tetyana Stefanovych · 2018
The method for evaluating of the coincidence of two systems with normally distributed random variables is analysed. It is shown how Monte-Carlo method can be used for overlap estimation of probability distributions of two normally distributed systems.