Notebooks

Two-Sample Tests

26 Oct 2019 14:14

That is, statistical tests for whether two samples came from the same distribution.

(If you came here because a search engine directed you while you were looking for recipes on how to do specific test, like a $t$ test, Mann-Whitney, etc., sorry.)

• Makoto Yamada, Taiji Suzuki, Takafumi Kanamori, Hirotaka Hachiya, Masashi Sugiyama, "Relative Density-Ratio Estimation for Robust Distribution Comparison", Neural Computation 25 (2013): 1324--1370 [This is not the relative density between $p$ and $q$ in the Handcock-Morris sense, just the ratio between $p$ and $ap+(1-a)q$, for adjustable $a$. (This is to keep the density ratio from going to infinite anywhere.) The thing seems a bit hackish, but still worth considering...]