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Thread: Method to estimate whether two data sets are from the same distribution

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    Method to estimate whether two data sets are from the same distribution




    Hello,

    I have two data sets from two different experiments. I would like to know whether there exist Bayesian (or frequentist) methods which would evaluate the probability that these data set come from the same unknown distribution? Is it possible at all?

    There is the F-test but it assumes my distributions are normal.
    Otherwise I have read about the predictive posterior, but that is not what I want.

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    Re: Method to estimate whether two data sets are from the same distribution

    I don't have emotions and sometimes that makes me very sad.

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    Re: Method to estimate whether two data sets are from the same distribution

    Oh thanks! Of course, I completely forgot about that one...
    Is there a Bayesian alternative?

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    Re: Method to estimate whether two data sets are from the same distribution

    I'm not an expert on "non-parametric bayesian" techniques and to be honest they're pretty intense. It looks like there is a paper touching on the subject though... http://arxiv.org/abs/0910.5060
    I don't have emotions and sometimes that makes me very sad.

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    Re: Method to estimate whether two data sets are from the same distribution


    Thanks a lot, I will study this paper.

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