StatisticalTests#

Colelction of some statistics tests

test_cramer_von_mises_2_sample(x, y)[source]#

Computes the Cramer von Mises two sample test.

Arguments

x, y1-D ndarrays

Two arrays of sample observations assumed to be drawn from a continuous distribution, sample sizes can be different.

Returns

t_statisticfloat

The t-statistic.

p_valuefloat

Two-tailed p-value.

Notes

This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution.

References