Two sample Cramer-von Mises hypothesis test

Version 1.4.0.0 (4,44 ko) par Juan Cardelino
A non parametric test to determine if to independent samples were drawn from the same distribution.
4.4
(9)
3,8K téléchargements
Mise à jour 16 nov. 2011

Afficher la licence

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

Citation pour cette source

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. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R14
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
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.