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A mutual information-based k -sample test for discrete distributions

Robert Drake and Apratim Guha

Journal of Applied Statistics, 2014, vol. 41, issue 9, 2011-2027

Abstract: The two-sample problem and its extension to the k -sample problem are well known in the statistical literature. However, the discrete version of the k -sample problem is relatively less explored. Here in this work we suggest a k -sample non-parametric test procedure for discrete distributions based on mutual information. A detailed power study with comparison with other alternatives is provided. Finally, a comparison of some English soccer league teams based on their goal-scoring pattern is discussed.

Date: 2014
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DOI: 10.1080/02664763.2014.899325

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