A statistical hypothesis testing whether two random samples from a given population is statistically significantly different or not.
Considerations When Choosing the Test
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Prior distributions and nature of the data:
- Normal distribution vs. Discrete probability distribution
- Continus data vs. categorical data
- Is the test applied to the population or population parameters such as mean or variance?
Relevant Tests
- 202205241113 Hotelling's Two-sample T-squared Test
- 202205241116 Kernel Two-sample Test
- Kolmogorov–Smirnov test - Wikipedia
- Pearson’s chi-squared test - Wikipedia
- Student’s t-test - Wikipedia