Date of Award
2021
Publisher
North Dakota State University
Document Type
Thesis
Degree Awarded
Master of Science (MS)
Program
Statistics
Department
Statistics
College
Science and Mathematics
Faculty Advisor
Yuan, Mingao
Description
In statistics, two-sample tests are commonly desired under many topics. It's crucial to differentiate populations as a prerequisite for developing further analysis. A number of statistical tests have been developed for this hypothesis testing problem. In this thesis, we propose a novel method to perform two-sample test. Specifically, we use the two samples to form a matrix and adopt the largest eigen-value as the test statistic. This test statistic followed the tracy-widom law as the limiting distribution under the null hypothesis. We evaluate the performance of the proposed method by extensive simulation study and real data application. The type I error is consistently and asymptotically controlled to nominal level. Our test manifests competitive power and prevailing calculation cost compared with several well-known two-sample test methods. The real data application also shows the advantage of the proposed method.
Recommended Citation
Xu, Yangshuang, "A Spectral Two Sample Test" (2021). Statistics. 1.
https://digitalcommons.ndsu.edu/stats/1
Rights
NDSU policy 190.6.2
Rights Link
https://www.ndsu.edu/fileadmin/policy/190.pdf
Handle Identifier
https://hdl.handle.net/10365/32365