level curve of two pdfs

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fafz1203
fafz1203 on 23 Sep 2016
Answered: John D'Errico on 23 Sep 2016
hi, i want to plot the level curve (using contour function) of the intersection of two PDFs. one with mu = [1,1] and sigma = [2,-1;-1,1] another with mu = [3,3] and sigma = [1,0.5;0.5,1]

Answers (1)

John D'Errico
John D'Errico on 23 Sep 2016
So what is the problem? You have the two pdfs as functions. subtract them. Plot the contour of the difference at zero.
Personally, I don't see the purpose. The actual value of a PDF at any point means very little. It is not a probability.

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