How to find the similarity between two differently sized distributions?

Question

I have two differently sized (different number of samples) waves that are currently stored as lists of numbers. Is there a mathematical formula to measure the similarity between them?

For example:

Wave 1 : 1016 samples

Wave 2 : 512 samples

``` wave_1 and wave_2 attached in pastebin ``` 

Link with data for waves 1 and 2

ie. I have two differently sized lists, that contain a distribution. How do i find if they are similar or not?

Answer 1

I think you might be looking for correlation.

If you are using python with pandas, you can visualize the similarities between features (columns) in a dataframe using the seaborn library:

sns.heatmap(df.corr(), annot=True)