Statistical distribution comparison for two datasets
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For example I have two multivariate random variables a and b, and for a and b, I have N realizations for both of them such as 
and 
. I do not know the exact distribution of a and b, and I would like to know if they are approximately following the same distribution. Is there any method I can do that?
and . I do not know the exact distribution of a and b, and I would like to know if they are approximately following the same distribution. Is there any method I can do that?采纳的回答
Jeff Miller
2022-7-21
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You could use manova if you just wanted to compare the centroids of the multivariate distributions, but it sounds like you want more than that--i.e., the ability to detect any sort of differences in the distributions, not just centroids.
If that is the case, you might be able to use a multivariate generalization of tests for full distributions.
I hope your N is huge...
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KSSV
2022-7-20
0 个投票
Plot histogram
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