Solved – How to compare the distributions of two variables

boxplotdata visualizationdistributionsmedian

The attached figure plots the distributions of two variables.

I want to demonstrate statistically how closely the the two distributions match each other. What is the best way of doing this?

enter image description here

Best Answer

There might not be a best solution as such. But if you are trying to visualize the distribution similarity, you can use violin plots instead of box-plots.

However, if statistical measures of similarity is what you are trying to calculate, then I think you should try fitting the distributions against several standard distributions and see how well they compare. If you are familiar with GLDs (Generalized Lambda Distributions), you can obtain GLD fits for each of the distributions and compare their resulting parameters.