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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Do asymptotic statistics "solve" the Behrens-Fisher problem?
The Behrens-Fisher problem concerns comparing two means from independent (maybe multivariate) samples in a way robust to heteroskedasticity in the populations being compared. It seems that if one ...
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Two-sample KS test null distribution, reference request
I follow, more or less, the derivation of the KS test statistics's distribution that is given on Wikipedia. The following section on the two-sample test also makes sense if all I want to do is reject ...
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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 ...
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How does the following term happen when using the Wald Test on two-sample binomials?
I'm having trouble understanding one of the steps of the Wald test used in two-sample binomial proportions.
More specifically, when $X_1, ..., X_{n_1}$ are iid Binomial$(1, p_1$), $Y_1, ..., Y_{n_2}$ ...
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Test for distribution equality
This question touches Kolmogorov-Smirnov testing, but asks actually something different.
Consider independent random variables $X_1, \dots, X_n$. I want to test the following hypothesis:
$$
H_0: X_i\ ...
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With 2-sample bootstrap testing, why pool treatment with control samples?
I have data from a randomized experiment. Members of the treatment group received a treatment, members of the control group did not.
I want to test differences in distributions of ordinal outcomes ...
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test whether two samples are from the same high dimensional multinomial distribution
I have two high dimensional vectors (~150 dims), assumed to be sampled from multinomial distributions. How can I test whether the two are from the same multinomial distribution or different ones? (...
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Likelihood as a test statistic in a hypothesis test
Suppose I have two samples $S_1,S_2$ of categorical data, and I'd like to design a hypothesis test to check the null hypothesis that they are both iid samples from the same underlying distribution. ...
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How to test whether two conditionals are equal?
I have samples from distinct joint distributions $p(x,y)$ and $q(x,y)$ and I want to determine whether $p(y|x)=q(y|x)$. Is there an existing method for doing this?
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Testing difference in proportions with bootstrap
Summary: I want to perform a bootstrap test on the difference of proportions. I think this is equivalent to testing the difference between means using bootstrap, but I wanted to clarify some details.
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Estimation of Covariance Matrix of Two-Sample-Two-Stage-Least-Squares Estimator
My model of interest is given by
$Y_1 = X_1\beta + \epsilon_1$
with $Y_1\in\mathbb{R}^{n_1}$ , $X_1\in\mathbb{R}^{n_1}$ , $\beta\in\mathbb{R}$ and $\epsilon_1\in\mathbb{R}^{n_1}$. However, $X_1$ can ...
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two samples comparison with cyclic variables
How to check if two samples are from the same distribution, when the variable is cyclic?
A simple answer for non-cyclic variable is the Kolmogorov-Smirnov test. What is the equivalent for cyclic ...
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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 ...
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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 ...
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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: ...
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