A Two-Sample Conditional Distribution Test Using Conformal Prediction and Weighted Rank Sum
结合共形预测与加权秩和的两样本条件分布检验
We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and statistical inference scenarios, including transfer learning and causal predictive inference. We develop a nonparametric test procedure inspired from the conformal prediction framework. The construction of our test statistic combines recent…