Multivariate Generalizations of the Wald-Wolfowitz and Smirnov Two-Sample Tests

Open Access

1 July 1979

journal article
Published by Institute of Mathematical Statistics in The Annals of Statistics

Vol. 7 (4) , 697-717
https://doi.org/10.1214/aos/1176344722

Abstract

Multivariate generalizations of the Wald-Wolfowitz runs statistic and the Smirnov maximum deviation statistic for the two-sample problem are presented. They are based on the minimal spanning tree of the pooled sample points. Some null distribution results are derived and a simulation study of power is reported.

Keywords

NONPARAMETRIC TWO-SAMPLE TESTS
MULTIVARIATE OBSERVATIONS
RUNS
WALD-WOLFOWITZ TEST
SMIRNOV TEST
MINIMAL SPANNING TREES