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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
0 votes
0 answers
1k views

Compare distributions using Maximum Mean Discrepancy (MMD)

I use MMD distance to run a permutation test and decide whether two sample distributions come from the same distribution or not. For the MMD, I use a gaussian kernel, the bandwidth of which I select ...
Dimitris A.'s user avatar
1 vote
1 answer
763 views

Is Kolmogorov-Smirnov test known to fail in some special cases?

I would like to use two samples Kolmogorov-Smirnov test to check if two given samples are coming from different distributions. For that I use scipy implementation of the KS test. I have found out ...
Roman's user avatar
  • 612
2 votes
1 answer
2k views

Comparing distribution of training and test dataset

When we fit a model to a training dataset, our basic assumption is that the test dataset will also come from the same (or similar) distribution. How to check if the distribution of the training and ...
The Wanderer's user avatar
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
1 vote
0 answers
71 views

Fast Two Sample Test for Bivariate Distributions

I have several thousand datasets of the same two variables (X and Y) and each dataset has at least 5,000 samples. I need to perform two-sample tests between many combinations of these datasets (total ...
The_Anomaly's user avatar
1 vote
0 answers
154 views

Why is the distribution of d̄ normal? (d̄ = x̄₁ - x̄₂ when both sampling distributions are normal)

I'm learning about doing inference with two samples. $d̄ = x̄₁ - x̄₂$. Sampling is independent. Let's suppose $x̄₁$ and $x̄₂$ are both normally distributed. My understanding is that this means $d̄$ ...
Adam Zerner's user avatar