A novel statistical approach for two-sample testing based on the overlap coefficient

TL;DR

This paper introduces a new nonparametric two-sample testing framework called OVL-q, extending the Smirnov test, with a focus on OVL-2, demonstrating its efficiency and improved performance through experiments.

Contribution

It proposes the OVL-q framework as a natural extension of the Smirnov test, including a fast algorithm for OVL-2 and evidence of its superior performance.

Findings

OVL-2 outperforms existing tests in experiments

Fast algorithm developed for OVL-2

Framework generalizes the Smirnov test

Abstract

Here we propose a new nonparametric framework for two-sample testing, named as the OVL-$q$ ($q = 1, 2, \ldots$). This can be regarded as a natural extension of the Smirnov test, which is equivalent to the OVL-1. We specifically focus on the OVL-2, implement its fast algorithm, and show its superiority over other statistical tests in some experiments.