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Testing Consistency of Two Histograms

2008/04/02 by F. C. Porter, Porter, Frank C. · 1 citation
Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Statistical Methods and Bayesian Inference #Advanced Statistical Process Monitoring

paper · pdf · doi:10.48550/arxiv.0804.0380

Abstract

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated. We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation. The difficulty of not having a fully-specified null hypothesis is an important consideration in the general case, and care is required in estimating probabilities with ``toy'' Monte Carlo simulations. The performance of several common tests is compared; no single test performs best in all situations.

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