Two sample Cramer-von Mises hypothesis test

버전 1.4.0.0 (4.44 KB) 작성자: Juan Cardelino
A non parametric test to determine if to independent samples were drawn from the same distribution.
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다운로드 수: 3.8K
업데이트 날짜: 2011/11/16

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This was inspired by kstest2 from the matlab statistics toolbox.
Works from medium to large sample sizes, look at the references in the code.

인용 양식

Juan Cardelino (2024). Two sample Cramer-von Mises hypothesis test (https://www.mathworks.com/matlabcentral/fileexchange/13407-two-sample-cramer-von-mises-hypothesis-test), MATLAB Central File Exchange. 검색됨 .

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버전 게시됨 릴리스 정보
1.4.0.0

Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test and comparison with the Kolgomorov-Smirnov test.
1.3.0.0

Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test.
1.2.0.0

The boolean output of the test was reversed. Although the probability was correctly computed, the test rejected the null hypothesis when it had to accept it and vice versa.