Two sample Cramer-von Mises hypothesis test
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 .
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Version | Publié le | Notes de version | |
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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. |
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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. |
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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. |