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Questions tagged [two-sample]

The two-sample problem is: given samples X and Y from two distributions, test whether the two underlying distributions are the same. One of the most common classical nonparametric approach is the Kolmogorov-Smirnov test.

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Is bootstrapping inherently Frequentist? If so, how do we do a Bayesian non-parametric two-sample test?

I normally use frequentist statistics but I now want to use Bayesian statistics as I want to carry out a two-sample (randomised control trial) test that includes prior information. I have an existing ...
Amorphia's user avatar
  • 913
1 vote
0 answers
43 views

Deriving Sample Size for two samples t test

I am trying to figure out what sample size recommendations to make in this case when the samples have different sizes. Since their sizes are different the variance of each will be different. Suppose ...
Harry Lofi's user avatar
1 vote
1 answer
23 views

Two-sample test of difference in probability mass at the extremes of the empirical distributions

I am running an experiment that will generate a dependent variable (DV) in two treatments, T1 and T2. One of the hypotheses I want to test is whether the distribution of the DV in T1 has more mass at ...
hangingprawns's user avatar
1 vote
1 answer
62 views

How to perform a 2 sample Kolmogorov-Smirnov test controlling for a type II error instead of type 1

I have four completely different sets of two samples and want to check for each set if both samples come from the same distribution, so four Kolmogorov-Smirnov tests total. If it's going to be ...
Frank's user avatar
  • 21
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0 answers
45 views

How to Run a Standard Two-Sample t-test when given delta and not the two means

I am trying to find the p-value to test a null hypothesis using a Standard Two-Sample t-Test. Usually I would use ...
user399677's user avatar
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20 views

Validity of Bootstrap Inference for Bounds

I am facing the following problem: I have access to iid $X_1,\dots ,X_{N_X}$ and $Y_1, \dots, Y_{N_Y}$ from $F_X$ and $F_Y$, respectively, where $X$ stochastically dominates $Y$. My goal is to conduct ...
Tommo's user avatar
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0 answers
11 views

Two-sample statistical significance test taking into account group membership (proportions) and numeric comparison

Say I have two samples of observations, S1 and S2, which can be of unequal sizes. For each observation, I have two variables: G (a categorical group assignment, say it is binary with values A/B), and ...
Sam A.'s user avatar
  • 171
1 vote
1 answer
76 views

Two sample proportions: How to test the hypothesis that the difference in proportions is less than a specified threshold?

Say I have treatment and control, perfectly randomized. I have 70000 conversions for treatment in 80000 users. I have 70100 converions for control in 800100 users. My null hypothesis is that there is ...
Estimate the estimators's user avatar
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1 answer
25 views

Is two-sample Kolmogorov test working correctly?

I have two one-dimensional samples that I'm trying to quantifiably distinguish (or deny such distinction). I.e. the null-hypothesis is that they come from the same population (distribution?). The ...
Eugene B.'s user avatar
1 vote
0 answers
83 views

Comparing means in Box-Cox transformed data

Deeply sorry as this wasn't really covered in my statistics classes. I am current comparing datasets for people divorcing vs. dissolving their marriages. I have two variables, length of marriage, and ...
Sophie's user avatar
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1 vote
1 answer
93 views

Kolmogorov Smirnov Test Consistency

I was reading that the Kolmogorov Smirnov 2 sample test is consistent, that is Probability of rejection under $H_1$ is 1 for sample size going to infinity. Say we have 2 random variables X and Y. K-S ...
Andrew741's user avatar
1 vote
1 answer
264 views

When transforming a dataset using the square root (or any other procedure), does the standard deviation of the dataset get transformed too?

Taking an introductory statistics course, and I am confused about the impact of a transformation on the df for a two-sample t-test. The df is dependent on n of each sample and SD of each sample, but I'...
Llove23's user avatar
  • 11
0 votes
1 answer
72 views

Compare two samples when each observation is a pair of dependent values

At an airport there is a company that offers a specific service for travellers (there are no competitors offering the same service at the location). They performed an experiment - they temporarily ...
mcihak's user avatar
  • 157
1 vote
0 answers
16 views

Permutation Testing Using only Source Samples

Short Background on Permutation Testing Suppose I have two sets of samples $P$ and $Q$ drawn iid from distributions $\mathcal{P}$ and $\mathcal{Q}$ over $X$. I also have access to a test function $T: ...
user2757771's user avatar
2 votes
1 answer
175 views

How to compare multiple Two-Sample Hotelling's T-squared tests performed on different sample sizes

It's my first question, so please be patient with me. I'm working on the comparison of multiple datasets of different lengths (60 to ~10000). They share a set of 9 features which I would like to use ...
rbrsmn's user avatar
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