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0 votes
0 answers
33 views

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
1 answer
94 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
0 votes
0 answers
25 views

Two Sample test for two samples with different distribution

I have independent random samples of $R^d, d>1$ $X=\{X_1,..X_n\}$ and $Y=\{Y_1,.. Y_n\}$ with respective distributions $F_1$ and $F_2$. In a regular two sample problem we test $H_0:F_1=F_2$ vs $H_1:...
michael's user avatar
1 vote
2 answers
122 views

Which statistic test should I use in this situation?

There are 10 questions in which we are comparing peoples' opinion about two conditions, "X"and "Y". Every question was answered by about 90 people who were different than other questions' respondents. ...
Asdoost's user avatar
  • 145
6 votes
3 answers
2k views

A Kernel Two Sample Test and Curse of Dimensionality

Gretton et al describes the Kernel Maximum Mean Discrepancy, a measure of distance between distributions. In order to compare two distributions, it turns out you can do much better than, say, taking ...
The_Anomaly's user avatar