# Overlapping region of two normal distributions [closed]

I have two multivariate normal distributions, they have different means and covariance matrices. Is there a formulation which would give me the cumulative probability of the overlapping region? So far I was only able to find a paper about how to do it for the univariate case and also one paper for the multivariate but with equal covariance matrices.

There is also a nice applet to visualize the 1D case

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Two multivariate normal distributions (univariate distributions too!) overlap everywhere; there is no point in $\mathbb R^n$ where one of the distributions is zero and other is not. –  Dilip Sarwate Aug 3 '12 at 16:00
Come on, overlapping region and overlapping coefficient are well defined terms. –  zamazalotta Aug 3 '12 at 16:29
So why don't you tell us what these words mean to you instead of relying on the vastness of the knowledge of your readers? –  Dilip Sarwate Aug 3 '12 at 17:10
Sir, if you are really interested you can check the article in the answer. No need to downvote the question. –  zamazalotta Aug 4 '12 at 0:07
According to the moderator of stats.SE where a similar question was asked, there are at least three different definitions of overlap region. You are the one asking for help; the least you could do is tell this forum which definition you are using, either in the original post or in a follow-up comment rather than expect people to look it up. Your question fits right in the "This question does not show any research effort; it is unclear or not useful" category, and your snippy response does not create warm feeling either. –  Dilip Sarwate Aug 4 '12 at 1:13
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## closed as not a real question by Dilip Sarwate, William, Noah Snyder, Sasha, NorbertOct 5 '12 at 23:19

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