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Kolmogorov-Smirnov Test for Interval Data
Acte de colloque   Open Access

Kolmogorov-Smirnov Test for Interval Data

Sébastien Destercke et Olivier Strauss
15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems, Vol.Communications in Computer and Information(444), pp.416-425
IPMU: Information Processing and Management of Uncertainty in Knowledge-Based (Montpellier, France, 15/07/2014)
15/07/2014

Résumé

In this paper, we are interested in extending the classical Kolmogorov-Smirnov homogeneity test to compare two samples of interval-valued observed measurements. In such a case, the test result is interval-valued, and one major difficulty is to find the bounds of this set. We propose a very efficient computational method for approximating these bounds by using a p-box (pairs of upper and lower cumulative distributions) representation of the samples.

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