Timeline for Statistical test to tell whether two samples are pulled from the same population?
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 5, 2019 at 16:05 | comment | added | Underminer | @qwr that is not true. There is a two-sample KS test, defined on wikipedia. | |
| Apr 5, 2019 at 14:55 | comment | added | qwr | The KS test only works against a pre-defined distribution, not from a distribution with parameters estimated from data. | |
| Oct 28, 2017 at 19:12 | comment | added | a06e | What can I do if my points are two-dimensional? That is, I have two samples of two-dimensional points, and I want to know if they come from distinct distributions. | |
| Apr 29, 2014 at 20:52 | comment | added | Underminer | @AdamO Yes, but if you have large samples and you fail to reject, I would be confident that the populations are practically identical. As far as I know, there is no theory to back this up, but from experience, knowing that the KS for heterogeneity can detect minute differences with large sample size can allow you to use a failed large sample test as a de facto statement of practically identical populations. Does my response answer the question "calculate the statistical probability that these two samples were pulled from the same population"? Certainly not. | |
| Mar 27, 2014 at 21:39 | history | edited | Underminer | CC BY-SA 3.0 |
added 518 characters in body
|
| Jan 24, 2014 at 3:33 | comment | added | AdamO | @MichaelMayer that's exactly right. OP is interested in a test of homogeneity... which has many underlying methodological issues. KS for heterogeneity also has its issues: practically, it will reject in large samples regardless of whether populations are practically identical in all aspects. It just goes to show that testing, and consequently p-values, are better conceived of as measures of sample size than statistical significance. | |
| Jan 24, 2014 at 2:41 | history | edited | Underminer | CC BY-SA 3.0 |
added 2 characters in body
|
| Jan 23, 2014 at 22:35 | comment | added | Michael M | I doubt that KS test can be used to show distributional equivalence. | |
| Jan 23, 2014 at 21:25 | history | answered | Underminer | CC BY-SA 3.0 |