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Show that an event is improbable for exponential families iff it's improbable for all absolutely continuous distributions
Since all the exponential families are absolutely continuous, if part is trivial. However, I could not prove the only if part. My idea is to prove by contradiction, i.e. given an event $A$ such that $...
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nonparametric method to calculate the probability how alike two samples are
I have two samples with each couple of hunderd observations. I want to calculate a probabilty how much they look alike. I'm aware of tests like kolmogorov smirnov but I don't think I need this. I don'...