New test for the multivariate two-sample problem based on the concept of minimum energy
- 1 February 2005
- journal article
- other
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 75 (2) , 109-119
- https://doi.org/10.1080/00949650410001661440
Abstract
We 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.Keywords
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