t****g
发帖数: 715 | 1 There are two probability distributions with known distribution functions.
In addition, samples of the two distributions can be easily drawn.
I need a measure to quantify the "distance" between these two distributions.
And if possible, the estimator of the distance is normally distributed, or
have a known distribution.
For example, I can use the Kolmogorov-Smirnov distance as the measure.
However, the distribution of the estimator is only known under the null that
the two distributions are ide | t****g
发帖数: 715 | 2 自己顶一下.
distributions.
or
the
【在 t****g 的大作中提到】
: There are two probability distributions with known distribution functions.
: In addition, samples of the two distributions can be easily drawn.
: I need a measure to quantify the "distance" between these two distributions.
: And if possible, the estimator of the distance is normally distributed, or
: have a known distribution.
: For example, I can use the Kolmogorov-Smirnov distance as the measure.
: However, the distribution of the estimator is only known under the null that
: the two distributions are ide
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