Corpus ID: 220347541

A New ECDF Two-Sample Test Statistic

@article{Dowd2020ANE,
  title={A New ECDF Two-Sample Test Statistic},
  author={Connor Dowd},
  journal={arXiv: Methodology},
  year={2020}
}
  • Connor Dowd
  • Published 2 July 2020
  • Mathematics
  • arXiv: Methodology
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… Expand
The AUGUST Two-Sample Test: Powerful, Interpretable, and Fast
Two-sample testing is a fundamental problem in statistics, and many famous two-sample tests are designed to be fully non-parametric. These existing methods perform well with location and scale shiftsExpand

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