Approximate two-sample Kolmogorov-Smirnov test
Pooled test
UncertainData.UncertainStatistics.ApproximateTwoSampleKSTestPooled
— FunctionApproximateTwoSampleKSTestPooled(d1::UncertainDataset,
d2::UncertainDataset, n::Int = 1000) -> ApproximateTwoSampleKSTest
First, draw n
realisations of each uncertain value in d1
, then separately draw n
realisations of each uncertain value in d2
. Then, pool all realisations for d1
together and all realisations of d2
together.
On the pooled realisations, perform an asymptotic two-sample Kolmogorov–Smirnov-test of the null hypothesis that the distribution furnishing the d1
value pool represents the same distribution as the distribution furnishing the d2
value pool, against the alternative hypothesis that the furnishing distributions are different.
Element-wise test
UncertainData.UncertainStatistics.ApproximateTwoSampleKSTestElementWise
— FunctionApproximateTwoSampleKSTestElementWise(d1::UncertainDataset,
d2::UncertainDataset, n::Int = 1000) -> Vector{ApproximateTwoSampleKSTest}
Assuming d1
and d2
contain the same number of uncertain observations, draw n
realisations of each uncertain value in d1
, then separately and separately draw n
realisations of each uncertain value in d2
.
Then, perform an asymptotic two-sample Kolmogorov–Smirnov-test of the null hypothesis that the uncertain values in d1
and d2
come from the same distribution against the alternative hypothesis that the (element-wise) values in d1
and d2
come from different distributions.
The test is performed pairwise, i.e. ApproximateTwoSampleKSTest(d1[i], d2[i]) with n
draws for the $i$-ith pair of uncertain values.