Two sample Cramer-von Mises hypothesis test

版本 1.4.0.0 (4.4 KB) 作者: Juan Cardelino
A non parametric test to determine if to independent samples were drawn from the same distribution.
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更新时间 2011/11/16

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

引用格式

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. 检索来源 .

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版本 已发布 发行说明
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.