A new test for the multivariate two-sample problem based on the concept of minimum energy
概率论
2007-05-23 v1
摘要
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 the test statistic is determined by a resampling method. The power of the energy test in one dimension was studied for a variety of different test samples and compared to several nonparametric tests. In two and four dimensions a comparison was performed with the Friedman-Rafsky and nearest neighbor tests. The two-sample energy test was shown to be especially powerful in multidimensional applications.
引用
@article{arxiv.math/0309164,
title = {A new test for the multivariate two-sample problem based on the concept of minimum energy},
author = {Guenter Zech and Berkan Aslan},
journal= {arXiv preprint arXiv:math/0309164},
year = {2007}
}
备注
13 pages, 8 tables