You could use the Bhattacharyya coefficient $w=e^{-d}$ $$d=\frac{1}{4} \ln \left [ \frac 1 4 \left( \frac{s^2}{m^2}+\frac{m^2}{s^2}+2\right ) \right ] +\frac{1}{4} \frac{(a-b)^{2}}{s^2+m^2}, $$ as the measure for the closeness of two Gaussian distributions (means $a,b$; variances $s^2$, $m^2$).
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Carlo Beenakker
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Carlo Beenakker
- 188.1k
- 18
- 448
- 651