13–17 Feb 2006
Tata Institute of Fundamental Research
Europe/Zurich timezone

Evaluation of the power of Goodness-of-Fit tests for the comparison of data distributions

14 Feb 2006, 16:40
20m
AG 69 (Tata Institute of Fundamental Research)

AG 69

Tata Institute of Fundamental Research

Homi Bhabha Road Mumbai 400005 India
oral presentation Software Components and Libraries Software Components and Libraries

Speakers

Dr Alberto Ribon (CERN)Dr Andreas Pfeiffer (CERN)Dr Barbara Mascialino (INFN Genova)Dr Maria Grazia Pia (INFN GENOVA)Dr Paolo Viarengo (IST Genova)

Description

Many Goodness-of-Fit tests have been collected in a new open-source Statistical Toolkit: Chi-squared, Kolmogorov-Smirnov, Goodman, Kuiper, Cramer-von Mises, Anderson-Darling, Tiku, Watson, as well as novel weighted formulations of some tests. None of the Goodness-of-Fit tests included in the toolkit is optimal for any analysis case. Statistics does not provide a universal recipe to identify the most appropriate test to compare two distributions; the limited available guidelines derive from relative power comparisons of samples drawn from smooth theoretical distributions. A comprehensive study has been performed to provide general guidelines for the practical choice of the most suitable Goodness-of-Fit test under general non-parametric conditions. Quantitative comparisons among the two-sample Goodness-of-Fit tests contained in the Goodness-of-Fit Statistical Toolkit are presented. This study is the most complete and general approach so far available to characterize the power of goodness-of-fit tests for the comparison of two data distributions; it provides guidance to the user to identify the most appropriate test for his/her analysis on an objective basis.

Authors

Dr Alberto Ribon (CERN) Dr Andreas Pfeiffer (CERN) Dr Barbara Mascialino (INFN Genova) Dr Maria Grazia Pia (INFN GENOVA) Dr Paolo Viarengo (IST Genova)

Presentation materials