Kolmogorov-Smirnov 2-sample test
- To: mathgroup at smc.vnet.net
- Subject: [mg111077] Kolmogorov-Smirnov 2-sample test
- From: Aaron Bramson <aaronbramson at gmail.com>
- Date: Mon, 19 Jul 2010 02:11:06 -0400 (EDT)
- Reply-to: aaronbramson at gmail.com
Hello Everybody, I would like to perform a 2-sample k-s test. I've seen some posts on the archive about the one-sample goodness-of-fit version of the Kolgomorov-Smirnov test, but I'm interested in the 2-sample version. Here's a description of the method: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test#Two-sample_Kolmogorov.E2.80.93Smirnov_test I think all the necessary components are available; e.g. Accumulate[BinCounts[_list_]] to get the ecdf of both datasets, abs, max of a list, etc. But the data management is a bit above my current skill level. Also, since all other software packages seem to include this test capability, I would be really surprised if there wasn't a package somewhere that included it by now, but I've searched a lot and can't find it. Can anybody help me locate this this? Alternatively, would anybody like to work with me to build this in case it can't be found? Thanks in Advance, Aaron