Dear statalisters,
I have 3 correlated probability density functions (pdf), and would like to
obtain a simple measure of similarity among them. Cohen�s U statistics do
that, but they look at two pdfs at a time. There are also measures of
intrinsic discrepancy, but I am not sure if they work with 3 pdf.. could
not find any reference.
Are you aware of an alternative test to do what I am looking for using Stata?
Cheers!
Tiago
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