方法对比
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| 双样本柯尔莫哥洛夫-斯米尔诺夫检验× | Mann-Whitney U 检验× | 置换 (随机化) 检验× | |
|---|---|---|---|
| 领域 | 统计学 | 统计学 | 统计学 |
| 方法族≠ | Regression model | Hypothesis test | Regression model |
| 起源年份≠ | 1948 | 1947 | 2005 |
| 提出者≠ | N. V. Smirnov | H. B. Mann & D. R. Whitney | Good (2005); Edgington & Onghena (2007); resampling tradition |
| 类型≠ | Nonparametric two-sample distribution test | Nonparametric two-group comparison | Nonparametric resampling test |
| 开创性文献≠ | Smirnov, N. V. (1948). Table for Estimating the Goodness of Fit of Empirical Distributions. Annals of Mathematical Statistics, 19(2), 279-281. DOI ↗ | Mann, H. B. & Whitney, D. R. (1947). On a test of whether one of two random variables is stochastically larger than the other. Annals of Mathematical Statistics, 18(1), 50–60. DOI ↗ | Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792 |
| 别名≠ | KS two-sample test, two-sample KS test, İki Örneklem Kolmogorov-Smirnov Testi | Mann-Whitney-Wilcoxon test, Wilcoxon rank-sum test, Mann-Whitney U Testi | randomization test, exact permutation test, re-randomization test, Permütasyon Testi |
| 相关≠ | 3 | 4 | 5 |
| 摘要≠ | The two-sample Kolmogorov-Smirnov test is a nonparametric procedure that asks whether two independent groups are drawn from the same continuous distribution. Building on Smirnov's 1948 tables, it compares the empirical cumulative distribution functions (CDFs) of the two samples and uses their maximum absolute distance as the test statistic. | The Mann-Whitney U test is the nonparametric alternative to the independent samples t-test, comparing two independent groups by ranking all observations together rather than relying on their means. It was introduced by H. B. Mann and D. R. Whitney in 1947 and does not require the data to be normally distributed. | The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value. |
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