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arXiv 2007.01360stat.MEstat.OT
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一种新的ECDF双样本检验统计量

A New ECDF Two-Sample Test Statistic

Connor Dowd

摘要:

自Kolmogorov和Smirnov做出开创性贡献以来,经验累积分布函数(ECDF)已用于检验两个样本来自相同分布的假设。本文介绍了一种统计,这是可用的条件相同的Kolmogorov-Smirnov,但提供更多的权力比其他现存的测试在这方面。我证明了一个有效的(保守的)程序,用于产生有限样本p值。我概述了这个统计数据和它的两个主要前身之间的密切关系。我还提供了一个公共R包(CRAN:twosamples [2018]),使用$O(N)$内存在$O(N\log(N))$时间内实现测试程序。使用该软件包的功能,我进行了几次模拟研究,显示功率的改善。

英文摘要:

Empirical cumulative distribution functions (ECDFs) have been used to test the hypothesis that two samples come from the same distribution since the seminal contribution by Kolmogorov and Smirnov. This paper describes a statistic which is usable under the same conditions as Kolmogorov-Smirnov, but provides more power than other extant tests in that vein. I demonstrate a valid (conservative) procedure for producing finite-sample p-values. I outline the close relationship between this statistic and its two main predecessors. I also provide a public R package (CRAN: twosamples [2018]) implementing the testing procedure in $O(N\log(N))$ time with $O(N)$ memory. Using the package's functions, I perform several simulation studies showing the power improvements.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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