Epps Singleton test - mauriceling/mauriceling.github.io GitHub Wiki

Purpose: To test whether 2 distributions are equal.

Null hypothesis: Observed distribution = Expected distribution

Alternate hypothesis: Observed distribution ≠ Expected distribution

Code:

>>> from scipy import stats
>>> observed = [16, 18, 16, 14, 12, 12]
>>> expected = [16, 16, 16, 16, 16, 8]
>>> result = stats.epps_singleton_2samp(observed, expected)
>>> print("statistic = %.2f" % result.statistic)
statistic = 5.77
>>> print("p-value = %.2f" % result.pvalue)
p-value = 0.22

Reference:

1. Epps TW, Singleton KJ. 1986. An omnibus test for the two-sample problem using the empirical characteristic function. Journal of Statistical Computation and Simulation 26, 177–203.