Related papers: A New ECDF Two-Sample Test Statistic
This paper revisits the problem of computing empirical cumulative distribution functions (ECDF) efficiently on large, multivariate datasets. Computing an ECDF at one evaluation point requires $\mathcal{O}(N)$ operations on a dataset…
We introduce a new statistical quantity the energy to test whether two samples originate from the same distributions. The energy is a simple logarithmic function of the distances of the observations in the variate space. The distribution of…
We revisit extending the Kolmogorov-Smirnov distance between probability distributions to the multidimensional setting and make new arguments about the proper way to approach this generalization. Our proposed formulation maximizes the…
A natural (yet unconventional) test for goodness-of-fit measures the discrepancy between the model and empirical distributions via their Euclidean distance (or, equivalently, via its square). The present paper characterizes the statistical…
With double-truncated lifespans, we test the hypothesis of a parametric distribution family for the lifespan. The typical finding from demography is an instationary behaviour of the life expectancy, and a copula models the resulting weak…
Many scientific questions rely on determining whether two sequences of event times are associated. This article introduces a likelihood ratio test which can be parameterised in several ways to detect different forms of dependence. A common…
The use of Kolmogorov-Smirnov-type statistics for testing stochastic dominance goes back to McFadden (1989). In this paper we extend the approach of Barret and Donald (2003) to the bivariate case, without the assumption of absolute…
Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…
The so-called 'energy test' is a frequentist technique used in experimental particle physics to decide whether two samples are drawn from the same distribution. Its usage requires a good understanding of the distribution of the test…
Two-sample tests for multivariate data and especially for non-Euclidean data are not well explored. This paper presents a novel test statistic based on a similarity graph constructed on the pooled observations from the two samples. It can…
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…
We study nonparametric estimation of the distribution function (DF) of a continuous random variable based on a ranked set sampling design using the exponentially tilted (ET) empirical likelihood method. We propose ET estimators of the DF…
Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…
We propose a simple way of testing whether a given set of observations can come from a given theoretical cumulative distribution. In the test more weight is attached to the tails of the distribution than in the usual Kolmogorov or Smirnov…
Not many tests exist for testing the equality for two or more multivariate distributions with compositional data, perhaps due to their constrained sample space. At the moment, there is only one test suggested that relies upon random…
In this paper, we study the problem of testing the equality of two multivariate distributions. One class of tests used for this purpose utilizes geometric graphs constructed using inter-point distances. So far, the asymptotic theory of…
Power-law distributions occur in wide variety of physical, biological, and social phenomena. In this paper, we propose a statistical hypothesis test based on the log-likelihood ratio to assess whether two samples of discrete data are drawn…
This article describes a methodology for fitting experimental data to the discrete power-law distribution and provides the results of a detailed simulation exercise used to calculate accurate cutoff values used to assess the fit to a…
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…
Assessing goodness of fit to a given distribution plays an important role in computational statistics. The Probability integral transformation (PIT) can be used to convert the question of whether a given sample originates from a reference…