Ball Divergence: Nonparametric two sample test
球散度:非参数两样本检验
In this paper, we first introduce Ball Divergence, a novel measure of the difference between two probability measures in separable Banach spaces, and show that the Ball Divergence of two probability measures is zero if and only if these two probability measures are identical without any moment assumption. Using Ball Divergence, we present a metric rank test procedure to detect the equality of distribution measures underlying independent samples. It is therefore robust to…