1. A method comprising: detecting anomalous events using a first anomaly detector positioned in parallel with a second anomaly detector, the detecting comprising: receiving a first log file including a first plurality of events from a first data source in the first anomaly detector including a first memory; receiving a second log file including a second plurality of events from a second data source that is a different type than the first data source in the second anomaly detector including a second memory; using the first log file, generating a first anomaly score, the generation being derived from an area associated with a probability density function of the first log file, wherein generating the first anomaly score includes using the formula A f (x)=−log b Pf(f(X)≦f(x)) where b>1; using the second log file, generating a second anomaly score, the generation being derived from an area associated with a probability density function of the second log file; and comparing the first and second anomaly scores so as to compare anomalies from the first data source to the second data source, which are of different types.