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In this work, we discuss a general class of the estimators for the cumulative distribution function (CDF) based on judgment post stratification (JPS) sampling scheme which includes both empirical and kernel distribution functions.…

Methodology · Statistics 2024-05-03 Mina Azizi Kouhanestani , Ehsan Zamanzade , Sareh Goli

Given n observations, we study the consistency of a batch of k new observations, in terms of their distribution function. We propose a non-parametric, non-likelihood test based on Edgeworth expansion of the distribution function. The…

Statistics Theory · Mathematics 2009-06-08 Mahendra Mariadassou , Avner Bar-Hen

Two separate statistical tests are described and developed in order to test un-binned data sets for adherence to the power-law form. The first test employs the TP-statistic, a function defined to deviate from zero when the sample deviates…

Astrophysics · Physics 2007-10-22 J. D. Hague , B. R. Becker , M. S. Gold , J. A. J. Matthews , J. Urbář

We propose here a new goodness-of-fit test, named the one-sample OVL-q test (q = 1, 2, . . .), which can be considered an extension of the one-sample Kolmogorov-Smirnov test (equivalent to the one-sample OVL-1 test). We have analyzed the…

Statistics Theory · Mathematics 2024-08-21 Atsushi Komaba , Hisashi Johno , Kazunori Nakamoto

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The…

Data Analysis, Statistics and Probability · Physics 2008-04-03 Frank C. Porter

The distribution of impact factors has been modeled in the recent informetric literature using two-exponent law proposed by Mansilla et al. (2007). This paper shows that two distributions widely-used in economics, namely the Dagum and…

Digital Libraries · Computer Science 2013-12-30 Michal Brzezinski

This paper introduces a new way to compact a continuous probability distribution $F$ into a set of representative points called support points. These points are obtained by minimizing the energy distance, a statistical potential measure…

Statistics Theory · Mathematics 2018-09-11 Simon Mak , V. Roshan Joseph

Testing equality of mean vectors is a very commonly used criterion when comparing two multivariate random variables. Traditional tests such as Hotelling's T-squared become either unusable or output small power when the number of variables…

Methodology · Statistics 2020-03-17 Santu Ghosh , Deepak Nag Ayyala , Rafael Hellebuyck

In this work we introduce a novel approach of construction of multivariate cumulative distribution functions, based on cyclical-monotone mapping of an original measure $\mu \in \mathcal{P}^{ac}_2(\mathbb{R}^d)$ to some target measure $\nu…

Statistics Theory · Mathematics 2018-09-13 Melf Boeckel , Vladimir Spokoiny , Alexandra Suvorikova

This paper investigates the estimation of the self-similarity parameter in fractional processes. We re-examine the Kolmogorov-Smirnov (KS) test as a distribution-based method for assessing self-similarity, emphasizing its robustness and…

Methodology · Statistics 2025-02-12 Daniele Angelini , Sergio Bianchi

A two-sample hypothesis test is a statistical procedure used to determine whether the distributions generating two samples are identical. We consider the two-sample testing problem in a new scenario where the sample measurements (or sample…

Machine Learning · Computer Science 2024-07-01 Weizhi Li , Prad Kadambi , Pouria Saidi , Karthikeyan Natesan Ramamurthy , Gautam Dasarathy , Visar Berisha

In this paper, we address the problem of two-sample testing in the presence of missing data under a variety of missingness mechanisms. Our focus is on the well-known energy distance-based two-sample test. In addition to the standard…

Methodology · Statistics 2025-08-18 Danijel G. Aleksić , Bojana Milošević

We study the problem of distinguishing between two distributions on a metric space; i.e., given metric measure spaces $({\mathbb X}, d, \mu_1)$ and $({\mathbb X}, d, \mu_2)$, we are interested in the problem of determining from finite data…

Methodology · Statistics 2018-02-06 Andrew J. Blumberg , Prithwish Bhaumik , Stephen G. Walker

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

In this paper, we propose a new test for testing the equality of two population covariance matrices in the ultra-high dimensional setting that the dimension is much larger than the sizes of both of the two samples. Our proposed methodology…

Methodology · Statistics 2023-12-19 Xiucai Ding , Yichen Hu , Zhenggang Wang

This paper develops novel conformal methods to test whether a new observation was sampled from the same distribution as a reference set. Blending inductive and transductive conformal inference in an innovative way, the described methods can…

Methodology · Statistics 2022-08-26 Ziyi Liang , Matteo Sesia , Wenguang Sun

Two-sided statistical tests and p-values are well defined only when the test statistic in question has a symmetric distribution. A new two-sided p-value called conditional p-value $P_C$ is introduced here. It is closely related to the…

Statistics Theory · Mathematics 2008-10-14 Elena Kulinskaya

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

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

It is of great interest to test the equality of the means in two samples of functional data. Past research has predominantly concentrated on low-dimensional functional data, a focus that may not hold up in high-dimensional scenarios. In…

Methodology · Statistics 2025-05-27 Shouxia Wang , Jiguo Cao , Hua Liu , Jinhong You , Jicai Liu