A distance based two-sample test of means difference for multivariate datasets

Alexander Novoselsky; Eugene Kagan

doi:https://doi.org/10.1007/s00362-024-01576-8

A distance based two-sample test of means difference for multivariate datasets

Alexander Novoselsky, Eugene Kagan

Department of Industrial Engineering and Management

Ariel University

Research output: Contribution to journal › Article › peer-review

Abstract

In the paper we present a new test for comparison of the means of multivariate samples with unknown distributions. The test is based on the comparison of the distributions of the distances between the samples’ elements and their means using univariate two-sample Kolmogorov–Smirnov test. The activity of the suggested method is illustrated by numerical analysis of the real-world and simulated data.

Original language	English
Pages (from-to)	4861-4874
Number of pages	14
Journal	Statistical Papers
Volume	65
Issue number	8
DOIs	https://doi.org/10.1007/s00362-024-01576-8
State	Published - Oct 2024

Keywords

62H15—Hypothesis testing in multivariate analysis
Distance-based statistic
Multivariate means test
Multivariate two sample problem
Two-sample Kolmogorov–Smirnov test

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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https://doi.org/10.1007/s00362-024-01576-8

Cite this

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abstract = "In the paper we present a new test for comparison of the means of multivariate samples with unknown distributions. The test is based on the comparison of the distributions of the distances between the samples{\textquoteright} elements and their means using univariate two-sample Kolmogorov–Smirnov test. The activity of the suggested method is illustrated by numerical analysis of the real-world and simulated data.",

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PY - 2024/10

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N2 - In the paper we present a new test for comparison of the means of multivariate samples with unknown distributions. The test is based on the comparison of the distributions of the distances between the samples’ elements and their means using univariate two-sample Kolmogorov–Smirnov test. The activity of the suggested method is illustrated by numerical analysis of the real-world and simulated data.

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KW - Distance-based statistic

KW - Multivariate means test

KW - Multivariate two sample problem

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EP - 4874

JO - Statistical Papers

JF - Statistical Papers

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ER -

A distance based two-sample test of means difference for multivariate datasets

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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