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                <term xml:lang="en">model selection</term>
                <term xml:lang="en">relative density</term>
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              <p>This paper deals with the classical statistical problem of comparing the probability distribution of two real random variables $X$ and $X_0$, from a double independent sample. While most of the usual tools are based on the cumulative distribution function $F$ and $F_0$ of the variables, we focus on the relative density, a function recently used in two-sample problems, and defined as the density of the variable $F_0(X)$. We provide a nonparametric adaptive strategy to estimate the target function. An estimator is selected in a collection of projection estimate, with a criterion in the spirit of the Goldenshluger-Lepski methodology. We show the optimality of the procedure both in the oracle and the minimax sense: the convergence rate for the risk computed from an oracle inequality matches with the lower bound, that we also derived. Finally, some simulations illustrate the method.</p>
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