Über die Anzahl von Zufallspunkten mit typ-gleichem nächsten Nachbarn und einen multivariaten Zwei-Stichproben-Test (Q800661): Difference between revisions
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Revision as of 18:09, 20 February 2024
scientific article
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English | Über die Anzahl von Zufallspunkten mit typ-gleichem nächsten Nachbarn und einen multivariaten Zwei-Stichproben-Test |
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Über die Anzahl von Zufallspunkten mit typ-gleichem nächsten Nachbarn und einen multivariaten Zwei-Stichproben-Test (English)
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1984
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For independent s-variate samples \(X_ 1,...,X_ m\) i.i.d. f(.), \(Y_ 1,...,Y_ n\) i.i.d. g(.), where the densities f(.), g(.) are assumed to be continuous on their respective sets of positivity, consider the number \(T_{m,n}\) of points Z of the pooled sample (which are either of 'type X' or of 'type Y') such that the nearest neighbor of Z is of the same type as Z. We show that, as m,n\(\to \infty\), \(m/(m+n)\to \tau\), \(0<\tau <1\), f(.)\(\equiv g(.)\), \(\lim Var T_{m,n}/\sqrt{m+n}=\sigma^ 2(\tau,s),\) independently of f(.). An omnibus test for the two sample problem 'f(.)\(\equiv g(.)\) or f(.)\(\not\equiv g(.)?'\) may be obtained by rejecting the hypothesis f(.)\(\equiv g(.)\) for large values of \(T_{m,n}\).
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pooled sample
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nearest neighbor
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omnibus test
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two sample problem
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