Two-sample homogeneity tests based on divergence measures

Exact Nonparametric Two- Sample Homogeneity Tests for Possibly Discrete Distributions

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the m...

Divergence measures based on Tinfinity

On Two-sample Tests Based on Order Statistics

f-Divergence Estimation and Two-Sample Homogeneity Test Under Semiparametric Density-Ratio Models

A density ratio is defined by the ratio of two probability densities. We study the inference problem of density ratios and apply a semi-parametric density-ratio estimator to the two-sample homogeneity test. In the proposed test procedure, the f -divergence between two probability densities is estimated using a density-ratio estimator. The f -divergence estimator is then exploited for the two-sa...

Bayesian two-sample tests

In this paper, we present two classes of Bayesian approaches to the twosample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second class of methods uses Dirichlet process mixtures (DPM) of such conjugate-exponential distributions as flexible nonparametric priors over the unknown distribu...