Re: Add Baumgartner Weiss Schindler test

Hi,

thanks for proposing to add the test. There are indeed limitations of the
KS test. We already have more sensitive tests in SciPy (Cramer-von Mises,
Singleton Epps,...) From my point of view, we should only add the test if
it has advantages compared to available tests in SciPy (e.g., higher
power). Do you have further information in this regard? (I do not know the
test, so I cannot say much about it. )

Best regards

Christoph



<[email protected]> schrieb am Di., 18. Apr. 2023, 18:02:

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> Message: 1
> Date: Mon, 17 Apr 2023 15:07:36 -0400
> From: Jimmy Zhao <[email protected]>
> Subject: [SciPy-Dev] Add Baumgartner Weiss Schindler test
> To: [email protected]
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> Hi,
>
> This is my first post here.
>
> I've created a bws test function that is missing from the current scipy
> package.
>
> The Baumgartner-Weiss-Schindler (BWS) test is a nonparametric test of the
> null hypothesis that the distribution underlying sample x is the same as
> the distribution underlying sample y. Unlike the Kolmogorv-Smirnov,
> Wilcoxon, and Cramer-Von Mises tests, the Baumgartner-Weiss-Schindler test
> weights the integral by the variance of the difference in CDFs, emphasizing
> the tails of the distributions, which increases the power of the test for a
> lot of applications.
>
> My current pull request is found here:
> https://github.com/scipy/scipy/pull/18317
>
>
> Thanks so much for any feedback.
>
> Cheers, Jimmy
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> Date: Tue, 18 Apr 2023 14:10:16 +0200
> From: Pamphile Roy <[email protected]>
> Subject: [SciPy-Dev] SciPy Community Meeting on Wed, April 19 at 8pm
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