Research Methods

Cohen's d and Distributional Overlap

An effect size is a statement about two whole distributions, not about two averages. The picture that matters is how much of them sit on top of one another — and it is almost always more than people expect.

Simulated — illustrative distributions, no real group data

Learning objective

By the end you should be able to read Cohen's d as overlap between two distributions, and say why sample size cannot move it.

About 25 minutes. Nothing you do here is saved or sent anywhere.

Groups are not people

Every index on this page describes two distributions. None of them says anything about any individual. Even at d = 1.0 — twice Cohen's "medium" — nearly a third of the two distributions still overlaps, and roughly one person in four drawn from the higher group scores below a person drawn from the lower one. Sentences of the form "group X are more Y" almost always overstate what an effect size supports.

  1. Estimate the overlap before you see it.
  2. Move the means apart and watch every index move together.
  3. Change one group's spread and watch d change without the means moving.
  4. Change the sample size and watch d refuse to move at all.

First, an estimate

Two fictional groups are compared on a 100-point task. Both have a standard deviation of 10; their means are 50 and 58. That is d = 0.80, which Cohen's rough labels would call a large effect.

What percentage of the two distributions do you think overlaps?
30%

0% would mean the two distributions share no common ground at all; 100% would mean they sit exactly on top of one another.

What this demonstrates

d is a ratio, so both parts of it matter

Cohen's d is the difference between the means divided by the pooled standard deviation. Because the denominator is in the same units as the numerator, the result has no units at all, which is what lets an eight-point gap on a fictional task be compared with a two-second gap in a reaction-time study. It also means the same raw difference produces quite different effect sizes in groups of different spread — drag one group's standard deviation and watch d move while neither mean does.

The sample size cannot touch it

d estimates a property of the populations. Collecting more people gives you a better estimate of it, not a bigger one. A t-statistic and a p-value, by contrast, grow with the square root of n without limit, which is why a study of four hundred can report an unmissable p-value for a difference nobody would notice. The disclosure under the chart puts both on screen at once.

Overlap is the honest translation

Effect sizes in standard-deviation units are hard to picture, and the conventional labels invite the picture to be much cleaner than it is. At d = 0.8, called large, 69% of the two distributions still overlaps and 71% is the chance that a randomly chosen member of the higher group beats a randomly chosen member of the lower one — which leaves 29% going the other way. Reporting the overlap alongside the effect size is the cheapest available protection against overstating a finding.

Small, medium and large were always rough

Cohen offered those labels as a stopgap for fields with no accumulated knowledge of their own, and said so. In a field with a literature, the useful comparison is with other effects in the same area, and in an applied context it is with a threshold of practical importance decided before the data arrive. A d of 0.2 can be transformative in a public-health intervention and negligible in a laboratory task, and no benchmark table can know which is which.