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@@ -549,6 +549,28 @@ of applications in statistics, including simulations and hypothesis testing.
compute the probability that a random variable *X* will be less than or
equal to *x*. Mathematically, it is written ``P(X <= x)``.
+ .. method:: NormalDist.overlap(other)
+
+ Compute the `overlapping coefficient (OVL)
+ <http://www.iceaaonline.com/ready/wp-content/uploads/2014/06/MM-9-Presentation-Meet-the-Overlapping-Coefficient-A-Measure-for-Elevator-Speeches.pdf>`_
+ between two normal distributions.
+
+ Measures the agreement between two normal probability distributions.
+ Returns a value between 0.0 and 1.0 giving the overlapping area for
+ two probability density functions.
+
+ In this `example from John M. Linacre
+ <https://www.rasch.org/rmt/rmt101r.htm>`_ about 80% of each
+ distribution overlaps the other:
+
+ .. doctest::
+
+ >>> N1 = NormalDist(2.4, 1.6)
+ >>> N2 = NormalDist(3.2, 2.0)
+ >>> ovl = N1.overlap(N2)
+ >>> f'{ovl * 100.0 :.1f}%'
+ '80.4%'
+
Instances of :class:`NormalDist` support addition, subtraction,
multiplication and division by a constant. These operations
are used for translation and scaling. For example:
@@ -595,6 +617,16 @@ determine the percentage of students with scores between 1100 and 1200:
>>> f'{fraction * 100 :.1f}% score between 1100 and 1200'
'18.2% score between 1100 and 1200'
+What percentage of men and women will have the same height in `two normally
+distributed populations with known means and standard deviations
+<http://www.usablestats.com/lessons/normal>`_?
+
+ >>> men = NormalDist(70, 4)
+ >>> women = NormalDist(65, 3.5)
+ >>> ovl = men.overlap(women)
+ >>> round(ovl * 100.0, 1)
+ 50.3
+
To estimate the distribution for a model than isn't easy to solve
analytically, :class:`NormalDist` can generate input samples for a `Monte
Carlo simulation <https://en.wikipedia.org/wiki/Monte_Carlo_method>`_ of the