KL divergence on different domains

[flatlinez]

Hallo,


I'm trying to compare the distance between two distributions that I got from a Kernel smoothing density estimate (ksdensity in matlab). I was thinking of using the kullback leibler divergence, but I realized that the domains of my distributions are different (see attached).
Can I find a way to use the KLdivergence or i need to find another way?

Thank you

 

[Stephen Tashi]

Hallo,
I'm trying to compare the distance between two distributions

What is the goal of doing this comparison? If you measure a "distance" between the distribution then what are you comparing that distance to?

the domains of my distributions are different

It is the "support" of the distributions that are different. You can define the "domain" to be the same. A domain for a probability distribution can include values where the density is zero.