A Simpson Based Estimation Approach for the Overlapping Coefficient of k>=2 Normal Distributions
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866910038822486016 |
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| author | Eidous, Omar Alsheyyab, Majd |
| author_facet | Eidous, Omar Alsheyyab, Majd |
| contents | The overlapping coefficient is a fundamental measure of similarity between probability distributions. While the case of two distributions has been extensively studied, extending this measure to multiple populations presents both analytical and computational challenges. In this paper, we propose a general estimation framework for the overlapping coefficient of k>=2 normal distributions. The method employs Simpsons numerical integration rule combined with plug-in maximum likelihood estimators of the normal parameters. The resulting estimator is shown to be consistent under standard regularity conditions. A Monte Carlo simulation study is conducted across various overlap scenarios and sample sizes. The results demonstrate that the proposed Simpson based estimator performs competitively for all overlap levels, with notable advantages in low overlap situations. This methodology offers a flexible and computationally efficient approach applicable to an arbitrary number of normal populations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_02282 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A Simpson Based Estimation Approach for the Overlapping Coefficient of k>=2 Normal Distributions Eidous, Omar Alsheyyab, Majd Methodology 62F12 G.3 The overlapping coefficient is a fundamental measure of similarity between probability distributions. While the case of two distributions has been extensively studied, extending this measure to multiple populations presents both analytical and computational challenges. In this paper, we propose a general estimation framework for the overlapping coefficient of k>=2 normal distributions. The method employs Simpsons numerical integration rule combined with plug-in maximum likelihood estimators of the normal parameters. The resulting estimator is shown to be consistent under standard regularity conditions. A Monte Carlo simulation study is conducted across various overlap scenarios and sample sizes. The results demonstrate that the proposed Simpson based estimator performs competitively for all overlap levels, with notable advantages in low overlap situations. This methodology offers a flexible and computationally efficient approach applicable to an arbitrary number of normal populations. |
| title | A Simpson Based Estimation Approach for the Overlapping Coefficient of k>=2 Normal Distributions |
| topic | Methodology 62F12 G.3 |
| url | https://arxiv.org/abs/2603.02282 |