Two-Sample Test Statistics for Measuring Discrepancies Between Two Multivariate Probability Density Functions Using Kernel-Based Density Estimates

A Pooled Two-Sample Median Test Based on Density Estimation

A Kernel Two-Sample Test

We propose a framework for analyzing and comparing distributions, which we use to construct statistical tests to determine if two samples are drawn from different distributions. Our test statistic is the largest difference in expectations over functions in the unit ball of a reproducing kernel Hilbert space (RKHS), and is called the maximum mean discrepancy (MMD). We present two distributionfre...

Using Kernel Density Estimates to Investigate Multimodality Using Kernel Density Estimates to Investigate Multimodality

JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. SUMMARY A technique for using kernel density estimates to ...

Maximum likelihood estimation using probability density functions of order statistics

0360-8352/$ see front matter Published by Elsevier doi:10.1016/j.cie.2010.01.008 q This manuscript was processed by Area Editor E.A * Tel.: +1 845 938 5988. E-mail address: [email protected] A variation of maximum likelihood estimation (MLE) of parameters that uses probability density functions of order statistic is presented. Results of this method are compared with traditional maximum like...

Inference for Comparing Two Treatments Using Kernel Density Estimation

In randomized clinical trials, nonparametric approaches are considered when assumptions of a parametric approach are not reasonable. Nonparametric approaches have typically concentrated on hypothesis testing and, unlike parametric approaches, have not been amenable to providing measures of treatment efficacy. If X and Y denote the random variables representing the responses on two treatments A ...