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Re: Statistical test for equality ?
From: |
pathematica |
Subject: |
Re: Statistical test for equality ? |
Date: |
Tue, 24 Dec 2013 10:30:29 -0800 (PST) |
This answer is based on fading memory of something learned in a course taken
long ago and not subsequently used so please excuse its vagueness. I would
have to revise the method to be more specific.
If your model assumes that each pair of component vectors have been drawn
from the same distribution, then I think you need to use the likelihood
ratio test.
Wikipedia page <http://en.wikipedia.org/wiki/Likelihood-ratio_test>
The test statistic raised by this method follows a chi-squared distribution
(with the appropriate number of degrees of freedom). I note that someone has
already suggested a chi-square test (which is sort of not surprising because
you imply Gaussian noise, which has a distribution that belongs to the
exponential family).
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- Re: Statistical test for equality ?, CdeMills, 2013/12/17
- Re: Statistical test for equality ?, stn021, 2013/12/23
- Re: Statistical test for equality ?, Nir Krakauer, 2013/12/23
- Re: Statistical test for equality ?, stn021, 2013/12/23
- Re: Statistical test for equality ?,
pathematica <=
- Re: Statistical test for equality ?, stn021, 2013/12/26
- Re: Statistical test for equality ?, pathematica, 2013/12/27
- Re: Statistical test for equality ?, louis scott, 2013/12/28