A novel statistical approach for two-sample testing based on the overlap coefficient

Abstract

Here we propose a new nonparametric framework for two-sample testing, named as the OVL-$q$ ($q=1,2,\dots$). This can be regarded as a natural extension of the Smirnov test, which is equivalent to the OVL-1. We specifically focus on the OVL-2, implement its fast algorithm, and show its superiority over other statistical tests in some experiments.

arXiv comment36 pages, 5 figures. Accepted for publication in Journal of Mathematical Sciences, the University of Tokyo