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

By G. Zech, B. Aslan. 2003

114 citations recorded by the source corpus.

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.

Subfields: Computer Networks and Communications, Statistical and Nonlinear Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/5a0eeb51fc23dc3cf5f402100cab056e88e91edc

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In Computer Networks and Communications

  1. Cécile Durot
  2. Ana-Maria Staicu
  3. Sujit Kumar Ghosh
  4. P. Groeneboom
  5. Gina‐Maria Pomann

In Statistical and Nonlinear Physics

  1. Ana-Maria Staicu
  2. Sujit Kumar Ghosh
  3. Gina‐Maria Pomann

In Statistics and Probability

  1. Cécile Durot
  2. P. Groeneboom
  3. Ana-Maria Staicu
  4. Sujit Kumar Ghosh
  5. Hendrik P. Lopuhaä
  6. Gina‐Maria Pomann
  7. Fadoua Balabdaoui

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