[学科前沿] 如何检测两个分布是否相同 [推广有奖]

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kim1970 发表于 2005-9-18 20:38:00 |AI写论文

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各位xdjm，请教大家用何种方法可以检测两个分布是否相同？

另外，可以用什么好的、新的方法来检测股票市场上尾盘价格是否存在操纵的现象？

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zhaosweden 发表于2楼查看完整内容

the probability plot assesses whether or not a data set follows a given distribution.if you have two samples, and know a prior that they follow some specific distribution, you then can use probability plot.Bihistogram plot can also be informative.For purely investigate whether the two samples have the same distribution(whatever this may be), use Q-Q plot(quantile-quantile plot).Kolmogorov -Smirnov ...

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zhaosweden 发表于 2005-9-18 23:38:00

the probability plot assesses whether or not a data set follows a given distribution.

if you have two samples, and know a prior that they follow some specific distribution, you then can use probability plot.

Bihistogram plot can also be informative.

For purely investigate whether the two samples have the same distribution(whatever this may be), use Q-Q plot(quantile-quantile plot).

Kolmogorov -Smirnov Goodness of fit test (K-S test) is a quantitative test whereas the above mentioned are visual checks. K-S test is used to decide whether a sample comes from a population of specific distribution.

alternatives of K-S test are Anderson-Darling test and Chi-squared Goodness-of-fit test.