In article <887tik$p1s$[EMAIL PROTECTED]>, <[EMAIL PROTECTED]> wrote:
>Why don't you use something like the Kolmogorov-Smirnov statistic
>directly on the data? It seems that doing the density estimation first
>may just complicate the testing.
This is correct, and this is truly non-parametric, as
long as the distributions are continuous. However, it
has not been extended to comparing more than two, and
it is not even clear what would be meant by it.
There are lots of univariate non-parametric tests; the
one to be used depends on the type of alternative being
considered most important. On this point, I only know
of asymptotic prior Bayesian considerations for selection;
the other usual types of size-power considerations seem
to be intractable.
>In article <886ii3$ser$[EMAIL PROTECTED]>,
> [EMAIL PROTECTED] wrote:
>> Hi, a quick question:
>> I am reading Silverman (Density Estimation, 1987), and hoping to apply
>> it to some work I am doing.
>> Let's say that I have a series of data, recurrent over several years.
>> For each year, I estimate a kernel density function, and plot the
>> results.
>> Given the density functions for each year, is there a way to test if
>> these density functions are statistically 'different?' ( I realize
>that
>> kernel density estimation is non-parametric)
>> Any help greatly appreciated.
>> Christopher Leslie
>> Economic Integration Research Center
>> University of Wroclaw (Poland)
>> [EMAIL PROTECTED]
>> [EMAIL PROTECTED]
>> Sent via Deja.com http://www.deja.com/
>> Before you buy.
>Sent via Deja.com http://www.deja.com/
>Before you buy.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
===========================================================================
This list is open to everyone. Occasionally, people lacking respect
for other members of the list send messages that are inappropriate
or unrelated to the list's discussion topics. Please just delete the
offensive email.
For information concerning the list, please see the following web page:
http://jse.stat.ncsu.edu/
===========================================================================
