Two sample Cramer-von Mises hypothesis test

Version 1.4.0.0 (4.44 KB) by Juan Cardelino
A non parametric test to determine if to independent samples were drawn from the same distribution.
4.4
(9)
3.8K Downloads
Updated 16 Nov 2011

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This was inspired by kstest2 from the matlab statistics toolbox.
Works from medium to large sample sizes, look at the references in the code.

Cite As

Juan Cardelino (2024). Two sample Cramer-von Mises hypothesis test (https://www.mathworks.com/matlabcentral/fileexchange/13407-two-sample-cramer-von-mises-hypothesis-test), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.4.0.0

Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test and comparison with the Kolgomorov-Smirnov test.
1.3.0.0

Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test.
1.2.0.0

The boolean output of the test was reversed. Although the probability was correctly computed, the test rejected the null hypothesis when it had to accept it and vice versa.