[ROOT-6069] Add Anderson-Darling test for histograms Created: 12/Feb/14 Updated: 15/May/19 Resolved: 25/Sep/14
|Reporter:||Lorenzo Moneta||Assignee:||Lorenzo Moneta|
|Remaining Estimate:||Not Specified|
|Time Spent:||Not Specified|
|Original Estimate:||Not Specified|
|Attachments:||AD_Test.C ad_test_hist.C testBinnedAD.C|
|Bug / Feature:||Feature request|
|Severity:||3 - Normal|
Request from Kuhan Wang (ATLAS phd student) to add the AD test for histograms to have more sensitivity to tails in low statistics regimes
from a private email:
I have attached the code (AD_Test.C), I also attached a macro that generates pairs of histograms with data drawn at random from Gaussian distributions and then compares the two pairs by means of the AD Test and KologmorovTest given in TH1. The paper I took this from is here: http://arxiv.org/pdf/0804.0380v1.pdf. Page 16.
I hope I haven't written any bugs into the code but let me know if you guys see something.
I wrote this on my own so I am not sure if there is some ROOT coding convention that I may or may not be following.
|Comment by Lorenzo Moneta [ 18/Feb/14 ]|
|Comment by Lorenzo Moneta [ 17/Sep/14 ]|
reattached files lost due to a JIRA failure
|Comment by Lorenzo Moneta [ 25/Sep/14 ]|
The Anderson-Darling test has ben added for the histograms following the formula in the cited paper which is derived from formula(6) in the "K-Sample Anderson-Darling Tests" pear of Sholtz and Stephens.
The attached macro shows the p-value distributions obtained in comparing 2 identical histograms with the AD, KS or Chi2 test.