A new test for the multivariate two-sample problem based on the concept of minimum energy

dc.creatorZech, Guenter
dc.creatorAslan, Berkan
dc.date2003-09-09
dc.date.accessioned2026-07-07T05:00:59Z
dc.date.available2026-07-07T05:00:59Z
dc.descriptionWe introduce a new statistical quantity the energy to test whether two samples originate from the same distributions. The energy is a simple logarithmic function of the distances of the observations in the variate space. The distribution of the test statistic is determined by a resampling method. The power of the energy test in one dimension was studied for a variety of different test samples and compared to several nonparametric tests. In two and four dimensions a comparison was performed with the Friedman-Rafsky and nearest neighbor tests. The two-sample energy test was shown to be especially powerful in multidimensional applications.
dc.description13 pages, 8 tables
dc.identifierhttps://arxiv.org/abs/math/0309164
dc.identifierhttp://arxiv.org/abs/math/0309164
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/68520
dc.subjectProbability
dc.titleA new test for the multivariate two-sample problem based on the concept of minimum energy
dc.typetext

Files

Collections