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.
翻译:本文提出了一种新的非参数两样本检验框架,命名为OVL-$q$($q = 1, 2, \ldots$)。该框架可视为Smirnov检验的自然推广,后者等价于OVL-1。我们特别聚焦OVL-2,实现了其快速算法,并通过实验证明了该方法在某些场景下优于其他统计检验。