What is it about?
You can already test whether or not two distributions are identical with tests like Kolmogorov-Smirnov, Cramer-von Mises, and Anderson-Darling. For example, you can test if control group and treatment group distributions differ (i.e., did the treatment have any effect?), or two socioeconomic group distributions, etc. But sometimes you also want to know *where* the distributions differ. Our new method determines ranges of values where two distributions are statistically different, while controlling the false positive rate appropriately.
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Why is it important?
Our new methodology lets you learn not only if two distributions differ, but where.
Read the Original
This page is a summary of: Comparing distributions by multiple testing across quantiles or CDF values, Journal of Econometrics, September 2018, Elsevier,
DOI: 10.1016/j.jeconom.2018.04.003.
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