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dc.contributor.advisorLin, Kevin
dc.contributor.authorDungan, Florence
dc.creatorDungan, Florence
dc.date.accessioned2021-06-22T03:13:30Z
dc.date.available2021-06-22T03:13:30Z
dc.date.issued2021
dc.identifier.citationDungan, Florence. (2021). A Nonparametric Test for Equality of Distributions (Master's thesis, University of Arizona, Tucson, USA).
dc.identifier.urihttp://hdl.handle.net/10150/660240
dc.description.abstractA computationally inexpensive equality test for multivariate distributions is useful inmany applications. The goal of this work is to investigate a proposed such test, the projective KS test. It involves projecting the multivariate data onto random lines through the origin and performing one-dimensional Kolmogorov-Smirnov tests on the resulting projections. The projective KS statistic is the maximum of the metrics obtained from those 1D tests. Two methods of implementation of the projective KS test were developed, one involving sub-sampling in the form of partitioning of the data, and the other using only the whole sample(s). The distribution of the projective KS statistics for both methods was investi- gated. For each method, numerical experiments were carried out to calculate the power of the tests for different sample and sub-sample sizes and different numbers of projections, for a range of normal distributions. Power characteristics for the two methods were compared to each other and to the performance of Z-tests. The proposed test (both methods) is less powerful than the Z-tests, but it has the advantage of being nonparametric. In addition, the projective KS test is potentially useful as a test of random variable independence.
dc.language.isoen
dc.publisherThe University of Arizona.
dc.rightsCopyright © is held by the author. Digital access to this material is made possible by the University Libraries, University of Arizona. Further transmission, reproduction, presentation (such as public display or performance) of protected items is prohibited except with permission of the author.
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectequality of distributions
dc.subjectgoodness-of-fit
dc.subjectKolmogorov-Smirnov test
dc.subjectnonparametric test
dc.subjectprojective KS test
dc.titleA Nonparametric Test for Equality of Distributions
dc.typetext
dc.typeElectronic Thesis
thesis.degree.grantorUniversity of Arizona
thesis.degree.levelmasters
dc.contributor.committeememberWatkins, Joseph C.
dc.contributor.committeememberZhang, Hao Helen
thesis.degree.disciplineGraduate College
thesis.degree.disciplineMathematics
thesis.degree.nameM.S.
refterms.dateFOA2021-06-22T03:13:30Z


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