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2 votes
1 answer
566 views

Two-sample Kolmogorov-Smirnov, Anderson-Darling, and after?

I am trying to investigate the differences between two datasets. Each one is composed of 20 000 elements obtained from a Monte-Carlo method whose implementation slightly differs in both cases. I'd ...
Clej's user avatar
  • 131
0 votes
0 answers
205 views

Is there an equivalent to the Anderson-Darling test for categorical data?

I have categorical data of the following form: |Total|Pos|Neg In | 6 | 4 | 2 Out | 11 | 4 | 5 There are two categories: In/Out and Positive/Negative. All ...
cosmosis's user avatar
26 votes
2 answers
23k views

2 Sample Kolmogorov-Smirnov vs. Anderson-Darling vs Cramer-von-Mises

I was wondering what are the criteria to use Kolmogorov-Smirnov, Cramer-von-Mises, and Anderson-Darling when comparing 2 ECDFS. I know the mathematics of how each differ, but if I have some ECDF data, ...
Plinth's user avatar
  • 383