A Novel Statistical Approach for Two-Sample Testing Based on the Overlap Coefficient

J. Math. Sci. Univ. Tokyo
Vol. 30 (2023), No. 2, Page 205–240.

Komaba, Atsushi; Johno, Hisashi; Nakamoto, Kazunori
A Novel Statistical Approach for Two-Sample Testing Based on the Overlap Coefficient
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Abstract:
Here we propose a new nonparametric framework for two-sample testing, named as the OVL-$q$ ($q = 1, 2, \ldots$). This can be regarded as a natural extension of the Smirnov test, which is equivalent to the OVL-1. We specifically focus on the OVL-2, implement its fast algorithm, and show its superiority over other statistical tests in some experiments.

Keywords: nonparametric statistics, overlap coefficient, two-sample testing.

Mathematics Subject Classification (2020): Primary 62G10; Secondary 62-04.
Received: 2023-02-15