Statistical distribution comparison for two datasets

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Kevin Zhu
Kevin Zhu 2022 年 7 月 20 日
回答済み: Jeff Miller 2022 年 7 月 21 日
For example I have two multivariate random variables a and b, and for a and b, I have N realizations for both of them such as and . I do not know the exact distribution of a and b, and I would like to know if they are approximately following the same distribution. Is there any method I can do that?

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Jeff Miller
Jeff Miller 2022 年 7 月 21 日
You could use manova if you just wanted to compare the centroids of the multivariate distributions, but it sounds like you want more than that--i.e., the ability to detect any sort of differences in the distributions, not just centroids.
If that is the case, you might be able to use a multivariate generalization of tests for full distributions.
I hope your N is huge...

その他の回答 (1 件)

KSSV
KSSV 2022 年 7 月 20 日
  3 件のコメント
Kevin Zhu
Kevin Zhu 2022 年 7 月 20 日
Consider a is a 100-dimension multivariate random variable, and I have dataset with N realizations. What I want to compare is the random aand b. I'll make it clear in the question

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