New test for the multivariate two-sample problem based on the concept of minimum energy
New test for the multivariate two-sample problem based on the concept of minimum energy
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DOI：
10.1080/00949650410001661440
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发表时间：
2005-02-01
影响因子：
1.2
通讯作者：
Zech, G
中科院分区：
文献类型：
--
作者：
Aslan, B;Zech, G
我们引入一个新的统计量，能量，以测试是否两个样本来自相同的分布。能量是变量空间中观测距离的简单对数函数。检验统计量的分布是由一个restaurant方法确定的。针对各种不同的测试样本研究了一维能量检验的功效，并与几种非参数检验进行了比较。在二维和四维中，使用Friedman-Rafsky和最近邻检验进行比较。双样本能量检验在多维应用中特别有效。
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.