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Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…

Statistics Theory · Mathematics 2017-07-25 Abhik Ghosh , Ayanendranath Basu

The two-sample problem for Cronbach's coefficient $\alpha_C$, as an estimate of test or composite score reliability, has attracted little attention, compared to the extensive treatment of the one-sample case. It is necessary to compare the…

Statistics Theory · Mathematics 2017-06-20 Markus Pauly , Maria Umlauft , Ali Ünlü

This paper provides a nonparametric test for the identity of two multivariate continuous distribution functions (d.f.'s) when they differ in locations. The test uses Wilcoxon rank-sum statistics on distances between observations for each of…

Applications · Statistics 2019-08-08 Soumita Modak , Uttam Bandyopadhyay

We consider a two-sample hypothesis testing problem, where the distributions are defined on the space of undirected graphs, and one has access to only one observation from each model. A motivating example for this problem is comparing the…

Nonparametric two sample testing is a decision theoretic problem that involves identifying differences between two random variables without making parametric assumptions about their underlying distributions. We refer to the most common…

Statistics Theory · Mathematics 2015-08-05 Aaditya Ramdas , Sashank J. Reddi , Barnabas Poczos , Aarti Singh , Larry Wasserman

In this paper a new class of uniformity tests is proposed. It is shown that those tests are applicable to the cases of any simple null hypothesis as well as for the composite null hypothesis of rectangular distributions on arbitrary…

Methodology · Statistics 2018-08-21 Bojana Milošević

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated…

Methodology · Statistics 2014-10-13 Song Xi Chen , Jun Li , Ping-Shou Zhong

The basic motivation and primary goal of this paper is a qualitative evaluation of the performance of a new weighted statistic for a nonparametric test for stochastic dominance based on two samples, which was introduced in Ledwina and…

Statistics Theory · Mathematics 2018-06-07 Inglot Tadeusz , Ledwina Teresa , Ćmiel Bogdan

We propose a class of nonparametric two-sample tests with a cost linear in the sample size. Two tests are given, both based on an ensemble of distances between analytic functions representing each of the distributions. The first test uses…

Machine Learning · Statistics 2015-06-16 Kacper Chwialkowski , Aaditya Ramdas , Dino Sejdinovic , Arthur Gretton

A new method based on the rejection sampling for finding statistical tests is proposed. This method is conceptually intuitive, easy to implement, and applicable for arbitrary dimension. To illustrate its potential applicability, three…

Methodology · Statistics 2026-03-11 Markku Kuismin

We discuss two novel approaches to the classical two-sample problem. Our starting point are properly standardized and combined, very popular in several areas of statistics and data analysis, ordinal dominance and receiver characteristic…

Methodology · Statistics 2024-01-26 Teresa Ledwina , Adam Zagdański

A common method for deriving non-parametric tests is to reformulate a parametric test in terms of sample ranks. Despite being distribution free (even in finite samples), the resulting tests often display remarkable asymptotic power…

Statistics Theory · Mathematics 2022-08-10 Dan D. Erdmann-Pham , Jonathan Terhorst , Yun S. Song

Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…

Methodology · Statistics 2019-11-22 Soham Sarkar , Rahul Biswas , Anil K. Ghosh

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Methodology · Statistics 2022-12-21 Kang Fu , Jianwei Hu , Seydou Keita , Hao Liu

Classical two-sample permutation tests for equality of distributions have exact size in finite samples, but they fail to control size for testing equality of parameters that summarize each distribution. This paper proposes permutation tests…

Econometrics · Economics 2022-04-22 Marinho Bertanha , EunYi Chung

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes…

Machine Learning · Statistics 2016-03-03 Akshay Balsubramani , Aaditya Ramdas

We propose a testing procedure based on the Wilcoxon two-sample test statistic in order to test for change-points in the mean of long-range dependent data. We show that the corresponding self-normalized test statistic converges in…

Statistics Theory · Mathematics 2014-09-10 Annika Betken

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

We study the problem of conditional two-sample testing, which aims to determine whether two populations have the same distribution after accounting for confounding factors. This problem commonly arises in various applications, such as…

Machine Learning · Statistics 2026-05-05 Seongchan Lee , Suman Cha , Ilmun Kim

In some high-dimensional and semiparametric inference problems involving two populations, the parameter of interest can be characterized by two-sample U-statistics involving some nuisance parameters. In this work we first extend the…

Methodology · Statistics 2024-02-02 Yuchen Chen , Jing Lei
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