A C++ Program for the Cramér-Von Mises Two-Sample Test

Autor: YuanHai Xiao, Alexander Gordon, Andrei Yakovlev
Jazyk: angličtina
Rok vydání: 2006
Předmět:
Zdroj: Journal of Statistical Software, Vol 17, Iss 1, Pp 1-15 (2006)
Druh dokumentu: article
ISSN: 1548-7660
DOI: 10.18637/jss.v017.i08
Popis: As larger sets of high-throughput data in genomics and proteomics become more readily available, there is a growing need for fast algorithms designed to compute exact p values of distribution-free statistical tests. We present a program for computing the exact distribution of the two-sample Cramr-von Mises test statistic under the null hypothesis that the two samples are drawn from the same continuous distribution. The program makes it possible to handle substantially larger sample sizes than earlier proposed computational tools. The C++ source code for the program is published with this paper, and an R package is under development.
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