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Two-sample Anderson-Darling tests

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Sim
Sim il 4 Ago 2024
Modificato: Sim il 5 Ago 2024
Is there a function in Matlab which can perform a 2-sample Anderson-Darling test, as described/shown on Cross Validated or on R?
Indeed, to me, it looks like that the Matlab function called adtest, is not distribution-free (i.e. it is not non-parametric), and it is limited to some known distributions (i.e. 'norm', 'exp', 'ev', 'logn' and 'weibull'). However, the Anderson-Darling test should be distribution-free, which means that I can take, in the two-sample test, any empirical distributions as inputs for the two-sample Anderson-Darling test. In my case, I have two empirical distributions (coming from two datasets) that I would like to use as inputs for the two-sample Anderson-Darling test.

Risposte (1)

Star Strider
Star Strider il 4 Ago 2024
I am not certain what you want, however the two-sample Kolmogorov-Smirnov test (kstest2) appears to be distribution-free, at least as I read the documentation for it. It may do what you want.
From the documentation: it ‘returns a test decision for the null hypothesis that the data in vectors x1 and x2 are from the same continuous distribution’.
  5 Commenti
Star Strider
Star Strider il 5 Ago 2024
You will have to ask the author of the MATLAB function about that. (All I did was to provide the search information.)
Sim
Sim il 5 Ago 2024
Thanks @Star Strider :-) I would like to contact the author, but it looks like he is retired and it is 4 years that he does not check matlab answers.....

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