A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS
分布相等性的平滑检验
The two-sample version of the celebrated Pearson goodness-of-fit problem has been a topic of extensive research, and several tests like the Kolmogorov-Smirnov and Cramér-von Mises have been suggested. Although these tests perform fairly well as omnibus tests for comparing two probability density functions (PDFs), they may have poor power against specific departures such as in location, scale, skewness, and kurtosis. We propose a new test for the equality of two PDFs based on…