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An Exact Distribution-Free Test Comparing Two Multivariate Distributions based on Adjacency
Open accessAbstract
Summary: A new test is proposed comparing two multivariate distributions by using distances between observations. Unlike earlier tests using interpoint distances, the new test statistic has a known exact distribution and is exactly distribution free. The interpoint distances are used to construct an optimal non-bipartite matching, i.e. a matching of the observations into disjoint pairs to minimize the total distance within pairs. The cross-match statistic is the number of pairs containing one observation from the first distribution and one from the second. Distributions that are very different will exhibit few cross-matches. When comparing two discrete distributions with finite support, the test is consistent against all alternatives. The test is applied to a study of brain activation measured by functional magnetic resonance imaging during two linguistic tasks, comparing brains that are impaired by arteriovenous abnormalities with normal controls. A second exact distribution-free test is also discussed: it ranks the pairs and sums the ranks of the cross-matched pairs.
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Metadata
- Authors
- Rosenbaum, P. R.
- Venue
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Publisher
- Oxford University Press (OUP)
- Published
- 2005-08-17
- Volume
- 67
- Issue
- 4
- Pages
- 515-530
- ISSN
- 1369-7412 (ISSN-L)
- 1467-9868
- OpenAlex
- W2132138475
- Cited by
- 255
- References
- 19
- FWCI
- 1.25
- Type
- journal article
- Language
- en
- Open access
- bronze
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