mqr.inference.nonparametric.dist.

test_2sample#

mqr.inference.nonparametric.dist.test_2sample(x, y, alternative='two-sided', method='ks')#

Hypothesis test for distributions of two samples.

Null-hypothesis

cdf(x) == cdf(y)

Parameters:
x, yarray_like

Samples to compare.

alternative{‘two-sided’, ‘less’, ‘greater’}, optional

Sense of alternative hypothesis.

method{‘ks’, ‘runs’}, optional
‘ks’
Kolmogorov-Smirnov test. Calls scipy..kstest.
‘runs’
Wald-Wolfowitz test Calls sm..runstest_2samp.
Returns:
mqr.inference.hyptest.HypothesisTest