bhatt.test: Bhattacharryya test for comparing two samples.
Description
Use the multinomial distribution to test the hypothesis that two samples come from the same distribution.
Usage
bhatt.test(y, x, k)
Arguments
y, x
Samples to be compared.
k
Number of proportions.
Value
bat.test: A list with the following components:
df=2*k: where k is the number of proportions used.
y.prop, x.prop: Vectors of proportions.
D2: Measure of divergence between samples.
test.stat: The test statistic for the Bhattacharrayya test.
p.value: The p-value of the test.
Details
It is assumed that the two samples come from the same kernel density distribution. The support of the KDE of the first sample is divided into \(k\) equally spaced quantiles, and then compared to the corresponding proportions of the second.