Statistical distribution comparison for two datasets

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Kevin Zhu
Kevin Zhu el 20 de Jul. de 2022
Respondida: Jeff Miller el 21 de Jul. de 2022
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 el 21 de Jul. de 2022
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...

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KSSV
KSSV el 20 de Jul. de 2022
  3 comentarios
KSSV
KSSV el 20 de Jul. de 2022
What dimension it is? You can specify the number of bins.
Kevin Zhu
Kevin Zhu el 20 de Jul. de 2022
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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